+1,877.1%
CVS vs NVO
+31,806.5%
-29,929.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -2.0% | -7.4% | +5.4% | -0.8% |
| 30D | +1.9% | -5.5% | +7.4% | +2.7% |
| 3M | -2.2% | +4.1% | -6.3% | -3.0% |
| 6M | +26.7% | +19.3% | +7.4% | +22.8% |
| YTD | +22.9% | -9.2% | +32.1% | +22.9% |
| 1Y | +32.9% | -15.0% | +47.9% | +33.9% |
| 3Y | +62.3% | -50.9% | +113.2% | +72.7% |
| 5Y | +34.2% | -0.9% | +35.1% | +23.8% |
| 10Y | +41.8% | +152.4% | -110.7% | +9.5% |
| All | +1,877.1% | +31,806.5% | -29,929.5% | +742.1% |
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