+5,760.6%
CRM vs NVO
+2,450.2%
+3,310.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.6% |
| 7D | -4.4% | -7.6% | +3.1% | -2.0% |
| 30D | +28.1% | -6.0% | +34.1% | +30.5% |
| 3M | +48.8% | -0.8% | +49.6% | +48.3% |
| 6M | +28.3% | +16.5% | +11.8% | +20.4% |
| YTD | -6.0% | -11.1% | +5.1% | -4.9% |
| 1Y | +1.4% | -16.7% | +18.2% | +4.1% |
| 3Y | +11.8% | -52.9% | +64.8% | +30.7% |
| 5Y | -2.0% | -3.0% | +0.9% | -17.9% |
| 10Y | +239.6% | +147.1% | +92.6% | +85.3% |
| All | +5,760.6% | +2,450.2% | +3,310.4% | +1,226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling