+33.1%
CVS vs NVO
-2.2%
+35.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -2.0% | -7.4% | +5.4% | -1.6% |
| 30D | +1.9% | -5.5% | +7.4% | +2.2% |
| 3M | -2.2% | +4.1% | -6.3% | -2.4% |
| 6M | +26.7% | +19.3% | +7.4% | +25.5% |
| YTD | +22.9% | -9.2% | +32.1% | +22.8% |
| 1Y | +32.9% | -15.0% | +47.9% | +33.0% |
| 3Y | +62.3% | -50.9% | +113.2% | +63.7% |
| All | +33.1% | -2.2% | +35.3% | +22.3% |
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