+219.2%
CVX vs NVO
+143.1%
+76.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +2.6% | -7.6% | +10.2% | +3.4% |
| 30D | +9.8% | -6.0% | +15.8% | +10.5% |
| 3M | +16.2% | -0.8% | +17.0% | +16.0% |
| 6M | +13.6% | +16.5% | -2.8% | +11.0% |
| YTD | +44.4% | -11.1% | +55.5% | +44.6% |
| 1Y | +40.6% | -16.7% | +57.3% | +41.5% |
| 3Y | +48.2% | -52.9% | +101.1% | +55.9% |
| 5Y | +172.3% | -3.0% | +175.2% | +137.3% |
| All | +219.2% | +143.1% | +76.1% | +129.5% |
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