+136.0%
NVO vs CB
+225.8%
-89.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -0.7% | -6.9% | -7.4% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | -0.8% | +3.8% | -4.6% | -1.6% |
| 6M | +16.5% | +5.8% | +10.7% | +14.9% |
| YTD | -11.1% | +9.4% | -20.5% | -13.3% |
| 1Y | -16.7% | +20.7% | -37.4% | -20.6% |
| 3Y | -52.9% | +70.1% | -123.0% | -58.8% |
| 5Y | -3.0% | +101.4% | -104.3% | -19.0% |
| All | +136.0% | +225.8% | -89.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling