+308.3%
NVO vs CG
+323.7%
-15.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.5% |
| 7D | -4.7% | -6.4% | +1.7% | -3.5% |
| 30D | -5.4% | -7.1% | +1.6% | -4.1% |
| 3M | +7.0% | -1.6% | +8.5% | +6.8% |
| 6M | +17.6% | -8.3% | +25.9% | +19.0% |
| YTD | -8.0% | -23.8% | +15.8% | -3.3% |
| 1Y | -13.8% | -28.7% | +14.9% | -8.5% |
| 3Y | -50.3% | +49.2% | -99.4% | -54.8% |
| 5Y | +0.7% | +5.5% | -4.9% | -5.0% |
| 10Y | +155.6% | +331.2% | -175.6% | +85.9% |
| All | +308.3% | +323.7% | -15.4% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling