+1.5%
NVO vs CEG
+681.8%
-680.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | -7.4% | +0.3% | -7.7% | -7.4% |
| 30D | -5.5% | +2.9% | -8.4% | -5.8% |
| 3M | +4.1% | +18.2% | -14.1% | +2.4% |
| 6M | +19.3% | -9.5% | +28.9% | +19.9% |
| YTD | -9.2% | -18.7% | +9.5% | -8.4% |
| 1Y | -15.0% | -10.1% | -4.9% | -15.1% |
| 3Y | -50.9% | +168.3% | -219.2% | -57.1% |
| All | +1.5% | +681.8% | -680.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling