-13.5%
F vs NVO
-19.0%
+5.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -2.1% | -2.6% | +0.4% | -1.8% |
| 30D | +3.3% | +6.5% | -3.2% | +2.4% |
| 3M | -11.3% | -11.8% | +0.5% | -9.9% |
| 6M | +5.3% | -10.3% | +15.6% | +6.5% |
| YTD | -2.2% | -15.2% | +13.0% | -1.4% |
| 1Y | -3.5% | -12.2% | +8.7% | -3.3% |
| 3Y | +49.5% | -55.7% | +105.2% | +60.0% |
| 5Y | -13.5% | -18.7% | +5.2% | -26.5% |
| All | -13.5% | -19.0% | +5.5% | -26.5% |
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 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