-51.9%
NVO vs CNH
+6.3%
-58.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.9% |
| 7D | -7.4% | -2.5% | -4.9% | -7.1% |
| 30D | -5.5% | +27.0% | -32.5% | -8.1% |
| 3M | +4.1% | +32.6% | -28.5% | +0.4% |
| 6M | +19.3% | +23.6% | -4.2% | +15.7% |
| YTD | -9.2% | +47.8% | -57.0% | -14.5% |
| 1Y | -15.0% | +21.3% | -36.3% | -17.8% |
| All | -51.9% | +6.3% | -58.1% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling