-0.7%
NVO vs CEG
+678.4%
-679.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -7.6% | -4.8% | -2.8% | -7.2% |
| 30D | -6.0% | +2.3% | -8.3% | -6.2% |
| 3M | -0.8% | +15.6% | -16.4% | -2.2% |
| 6M | +16.5% | -5.0% | +21.5% | +16.5% |
| YTD | -11.1% | -19.0% | +7.9% | -10.3% |
| 1Y | -16.7% | -10.0% | -6.8% | -16.8% |
| 3Y | -52.9% | +163.9% | -216.9% | -58.8% |
| All | -0.7% | +678.4% | -679.2% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling