+136.0%
NVO vs CG
+314.7%
-178.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -7.6% | -9.9% | +2.3% | -5.5% |
| 30D | -6.0% | -11.7% | +5.7% | -3.5% |
| 3M | -0.8% | -4.3% | +3.5% | -0.3% |
| 6M | +16.5% | -8.8% | +25.2% | +18.1% |
| YTD | -11.1% | -26.9% | +15.7% | -5.3% |
| 1Y | -16.7% | -35.4% | +18.7% | -9.3% |
| 3Y | -52.9% | +43.0% | -96.0% | -57.2% |
| 5Y | -3.0% | +1.9% | -4.9% | -8.0% |
| All | +136.0% | +314.7% | -178.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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