-51.9%
NVO vs CG
+44.6%
-96.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.6% |
| 7D | -7.4% | -9.8% | +2.4% | -4.9% |
| 30D | -5.5% | -10.3% | +4.8% | -3.0% |
| 3M | +4.1% | -1.7% | +5.8% | +3.9% |
| 6M | +19.3% | -9.8% | +29.1% | +21.5% |
| YTD | -9.2% | -25.6% | +16.4% | -2.7% |
| 1Y | -15.0% | -32.5% | +17.5% | -7.6% |
| All | -51.9% | +44.6% | -96.5% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling