-16.7%
NVO vs CNH
+22.0%
-38.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -7.6% | -5.7% | -1.9% | -7.1% |
| 30D | -6.0% | +26.6% | -32.5% | -7.9% |
| 3M | -0.8% | +31.1% | -31.9% | -3.6% |
| 6M | +16.5% | +24.9% | -8.4% | +13.2% |
| YTD | -11.1% | +48.7% | -59.8% | -19.9% |
| 1Y | -16.7% | +22.2% | -38.9% | -21.7% |
| All | -16.7% | +22.0% | -38.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling