+858.4%
NVO vs CHTR
+316.5%
+541.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.7% |
| 7D | -7.6% | -4.1% | -3.5% | -7.0% |
| 30D | -6.0% | -3.0% | -3.0% | -5.7% |
| 3M | -0.8% | +4.8% | -5.5% | -2.2% |
| 6M | +16.5% | -35.0% | +51.5% | +22.2% |
| YTD | -11.1% | -30.2% | +19.0% | -8.1% |
| 1Y | -16.7% | -44.8% | +28.0% | -10.4% |
| 3Y | -52.9% | -66.6% | +13.6% | -45.8% |
| 5Y | -3.0% | -81.5% | +78.5% | +24.1% |
| 10Y | +147.1% | -44.8% | +191.9% | +145.4% |
| All | +858.4% | +316.5% | +541.9% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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