-3.1%
NVO vs CHD
+20.9%
-24.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -7.6% | -4.5% | -3.1% | -6.8% |
| 30D | -6.0% | -6.7% | +0.7% | -4.8% |
| 3M | -0.8% | -2.7% | +1.9% | -0.4% |
| 6M | +16.5% | -4.9% | +21.4% | +17.3% |
| YTD | -11.1% | +13.3% | -24.5% | -14.3% |
| 1Y | -16.7% | +1.0% | -17.7% | -17.7% |
| 3Y | -52.9% | +1.3% | -54.2% | -54.1% |
| All | -3.1% | +20.9% | -24.0% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling