-0.8%
CRM vs NVO
-4.3%
+3.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.3% |
| 7D | -4.4% | -7.6% | +3.1% | -3.1% |
| 30D | +28.1% | -6.0% | +34.1% | +29.4% |
| 3M | +48.8% | -0.8% | +49.6% | +48.6% |
| 6M | +28.3% | +16.5% | +11.8% | +23.9% |
| YTD | -6.0% | -11.1% | +5.1% | -5.0% |
| 1Y | +1.4% | -16.7% | +18.2% | +3.4% |
| 3Y | +11.8% | -52.9% | +64.8% | +21.9% |
| All | -0.8% | -4.3% | +3.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling