+658.9%
NVO vs CBOE
+1,003.5%
-344.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -7.4% | -3.7% | -3.7% | -6.7% |
| 30D | -5.5% | +2.0% | -7.5% | -6.0% |
| 3M | +4.1% | -4.2% | +8.4% | +4.4% |
| 6M | +19.3% | +1.2% | +18.2% | +18.2% |
| YTD | -9.2% | +15.4% | -24.6% | -12.5% |
| 1Y | -15.0% | +23.5% | -38.5% | -19.5% |
| 3Y | -50.9% | +93.2% | -144.1% | -58.1% |
| 5Y | -0.9% | +142.0% | -142.8% | -20.0% |
| 10Y | +152.4% | +379.2% | -226.7% | +71.2% |
| All | +658.9% | +1,003.5% | -344.6% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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