-51.3%
NVO vs CB
+69.9%
-121.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.4% | -3.1% | -2.4% | -5.1% |
| 3M | +7.0% | +4.2% | +2.8% | +6.6% |
| 6M | +17.6% | +4.7% | +12.9% | +17.1% |
| YTD | -8.0% | +8.8% | -16.9% | -9.3% |
| 1Y | -13.8% | +22.6% | -36.5% | -17.3% |
| All | -51.3% | +69.9% | -121.2% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling