-51.7%
FIG vs NVO
-7.7%
-44.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.3% | +4.2% |
| 7D | -4.7% | +10.2% | -14.8% | -6.5% |
| 30D | +0.5% | +12.4% | -11.8% | -1.7% |
| 3M | -18.4% | -3.5% | -14.9% | -18.1% |
| 6M | +10.9% | -3.8% | +14.6% | +10.5% |
| YTD | -40.8% | -13.0% | -27.8% | -38.4% |
| 1Y | -51.7% | -8.2% | -43.5% | -50.1% |
| All | -51.7% | -7.7% | -44.0% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling