-58.5%
FIG vs NVO
-15.7%
-42.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.3% |
| 7D | -3.8% | -7.6% | +3.8% | -2.0% |
| 30D | -2.3% | -6.0% | +3.7% | -0.9% |
| 3M | +20.0% | -0.8% | +20.7% | +19.2% |
| 6M | -16.7% | +16.5% | -33.1% | -21.1% |
| YTD | -37.9% | -11.1% | -26.8% | -36.8% |
| 1Y | -58.5% | -16.7% | -41.8% | -53.5% |
| All | -58.5% | -15.7% | -42.9% | -53.5% |
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 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