-8.2%
NVO vs CEG
-33.0%
+24.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.7% | +11.7% | +5.3% |
| 7D | +10.2% | -4.8% | +14.9% | +10.3% |
| 30D | +12.4% | -8.2% | +20.5% | +12.7% |
| 3M | -3.5% | -7.9% | +4.4% | -3.4% |
| 6M | -3.8% | -23.2% | +19.5% | -1.7% |
| YTD | -13.0% | -30.1% | +17.2% | -15.5% |
| 1Y | -8.2% | -31.9% | +23.7% | -10.6% |
| All | -8.2% | -33.0% | +24.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling