-80.9%
FIG vs NVO
-3.4%
-77.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -3.0% |
| 7D | -14.5% | -4.7% | -9.7% | -13.8% |
| 30D | -13.3% | -5.4% | -7.9% | -12.5% |
| 3M | +7.4% | +7.0% | +0.5% | +5.6% |
| 6M | -27.8% | +17.6% | -45.4% | -30.5% |
| YTD | -41.1% | -8.0% | -33.1% | -40.2% |
| 1Y | -58.7% | -13.8% | -44.9% | -56.7% |
| All | -80.9% | -3.4% | -77.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling