+37.5%
F vs NVO
-49.3%
+86.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.2% | -3.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +1.2% | -3.2% | +4.5% | +1.6% |
| 3M | -5.7% | +11.5% | -17.2% | -6.8% |
| 6M | +17.9% | +22.9% | -5.0% | +15.4% |
| YTD | +10.4% | -6.8% | +17.2% | +10.1% |
| 1Y | +25.3% | -12.6% | +38.0% | +25.5% |
| 3Y | +37.5% | -49.6% | +87.0% | +44.7% |
| All | +37.5% | -49.3% | +86.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling