-28.7%
NVO vs BOXX
+18.5%
-47.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | -7.6% | +0.1% | -7.6% | -7.6% |
| 30D | -6.0% | +0.3% | -6.3% | -6.4% |
| 3M | -0.8% | +1.0% | -1.8% | -2.6% |
| 6M | +16.5% | +1.9% | +14.5% | +13.0% |
| YTD | -11.1% | +2.7% | -13.8% | -13.3% |
| 1Y | -16.7% | +4.0% | -20.8% | -16.2% |
| 3Y | -52.9% | +14.7% | -67.6% | -20.3% |
| All | -28.7% | +18.5% | -47.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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