+40.0%
CVS vs NVO
+143.1%
-103.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | -2.2% | -7.6% | +5.4% | -1.1% |
| 30D | -0.1% | -6.0% | +5.9% | +0.7% |
| 3M | -5.2% | -0.8% | -4.4% | -5.3% |
| 6M | +26.9% | +16.5% | +10.4% | +23.6% |
| YTD | +22.1% | -11.1% | +33.2% | +22.4% |
| 1Y | +30.8% | -16.7% | +47.5% | +32.0% |
| 3Y | +54.4% | -52.9% | +107.3% | +64.5% |
| 5Y | +33.4% | -3.0% | +36.3% | +11.6% |
| All | +40.0% | +143.1% | -103.0% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling