-80.8%
FIG vs NVO
-4.6%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -12.2% | -7.4% | -4.8% | -11.1% |
| 30D | -11.0% | -5.5% | -5.5% | -10.2% |
| 3M | +11.9% | +4.1% | +7.8% | +10.6% |
| 6M | -21.9% | +19.3% | -41.2% | -24.9% |
| YTD | -40.8% | -9.2% | -31.6% | -39.8% |
| 1Y | -56.6% | -15.0% | -41.6% | -54.4% |
| All | -80.8% | -4.6% | -76.3% | -76.1% |
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 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