-18.7%
NVO vs CB
+105.3%
-124.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | +6.5% | +7.3% | -0.8% | +4.9% |
| 3M | -11.8% | +7.0% | -18.8% | -13.1% |
| 6M | -10.3% | +16.3% | -26.7% | -13.2% |
| YTD | -15.2% | +19.7% | -34.9% | -18.9% |
| 1Y | -12.2% | +27.8% | -40.0% | -17.5% |
| 3Y | -55.7% | +72.0% | -127.7% | -62.3% |
| 5Y | -18.7% | +104.9% | -123.6% | -36.2% |
| All | -18.7% | +105.3% | -124.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling