+136.0%
NVO vs CIEN
+1,531.8%
-1,395.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -2.5% |
| 7D | -7.6% | +8.9% | -16.5% | -8.2% |
| 30D | -6.0% | -19.1% | +13.1% | -4.6% |
| 3M | -0.8% | -21.5% | +20.7% | +0.4% |
| 6M | +16.5% | +2.8% | +13.6% | +13.7% |
| YTD | -11.1% | +49.5% | -60.6% | -16.9% |
| 1Y | -16.7% | +163.8% | -180.5% | -26.6% |
| 3Y | -52.9% | +615.8% | -668.7% | -63.7% |
| 5Y | -3.0% | +548.4% | -551.3% | -25.5% |
| All | +136.0% | +1,531.8% | -1,395.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling