-8.2%
NVO vs CAH
+38.5%
-46.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.7% |
| 7D | +10.2% | +7.0% | +3.1% | +9.8% |
| 30D | +12.4% | +12.4% | 0.0% | +12.0% |
| 3M | -3.5% | +12.2% | -15.7% | -3.6% |
| 6M | -3.8% | +33.2% | -37.0% | -1.8% |
| YTD | -13.0% | +28.4% | -41.3% | -9.2% |
| 1Y | -8.2% | +35.0% | -43.3% | -3.8% |
| All | -8.2% | +38.5% | -46.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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