-52.9%
NVO vs CHD
+0.7%
-53.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -7.6% | -4.5% | -3.1% | -7.1% |
| 30D | -6.0% | -6.7% | +0.7% | -5.3% |
| 3M | -0.8% | -2.7% | +1.9% | -0.5% |
| 6M | +16.5% | -4.9% | +21.4% | +16.9% |
| YTD | -11.1% | +13.3% | -24.5% | -13.5% |
| 1Y | -16.7% | +1.0% | -17.7% | -17.8% |
| 3Y | -52.9% | +1.3% | -54.2% | -55.9% |
| All | -52.9% | +0.7% | -53.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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