-25.4%
FIG vs NVO
+21.0%
-46.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -4.6% |
| 7D | -16.4% | +0.1% | -16.4% | -16.3% |
| 30D | -2.3% | -3.2% | +0.9% | -1.3% |
| 3M | +7.8% | +11.5% | -3.7% | -3.0% |
| All | -25.4% | +21.0% | -46.3% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling