-17.7%
NVO vs CDW
-4.0%
-13.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +3.3% | +9.3% | -6.1% | +1.9% |
| 30D | +9.2% | +14.4% | -5.1% | +6.9% |
| 3M | -9.8% | +21.4% | -31.2% | -12.6% |
| 6M | -10.4% | +72.8% | -83.2% | -19.2% |
| YTD | -14.1% | +28.0% | -42.1% | -18.9% |
| 1Y | -11.1% | +19.3% | -30.4% | -14.7% |
| 3Y | -54.9% | -15.3% | -39.6% | -54.6% |
| All | -17.7% | -4.0% | -13.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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