+43.7%
F vs NVO
-0.6%
+44.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | -4.9% | -4.7% | -0.2% | -4.2% |
| 30D | -2.9% | -5.4% | +2.6% | -2.2% |
| 3M | -9.1% | +7.0% | -16.0% | -10.1% |
| 6M | +12.9% | +17.6% | -4.7% | +10.2% |
| YTD | +6.1% | -8.0% | +14.1% | +6.0% |
| 1Y | +22.5% | -13.8% | +36.4% | +23.2% |
| 3Y | +32.1% | -50.3% | +82.3% | +39.1% |
| 5Y | +43.7% | +0.7% | +43.1% | +17.1% |
| All | +43.7% | -0.6% | +44.3% | +17.1% |
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 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