+0.7%
NVO vs CMS
+23.1%
-22.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -5.4% | -1.3% | -4.2% | -5.3% |
| 3M | +7.0% | -5.4% | +12.4% | +7.7% |
| 6M | +17.6% | -10.3% | +27.9% | +19.0% |
| YTD | -8.0% | -0.2% | -7.8% | -8.1% |
| 1Y | -13.8% | -0.9% | -13.0% | -13.8% |
| 3Y | -50.3% | +34.0% | -84.2% | -52.3% |
| 5Y | +0.7% | +23.6% | -22.9% | -3.3% |
| All | +0.7% | +23.1% | -22.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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