+31,203.5%
NVO vs CAH
+14,302.1%
+16,901.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -7.6% | -5.1% | -2.5% | -6.7% |
| 30D | -6.0% | +0.2% | -6.1% | -6.0% |
| 3M | -0.8% | +6.3% | -7.1% | -1.9% |
| 6M | +16.5% | +9.4% | +7.1% | +14.4% |
| YTD | -11.1% | +15.0% | -26.1% | -13.8% |
| 1Y | -16.7% | +55.4% | -72.2% | -23.9% |
| 3Y | -52.9% | +173.8% | -226.7% | -61.5% |
| 5Y | -3.0% | +395.2% | -398.2% | -29.3% |
| 10Y | +147.1% | +293.2% | -146.2% | +80.0% |
| All | +31,203.5% | +14,302.1% | +16,901.4% | +14,600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling