-0.9%
NVO vs CNH
+8.8%
-9.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.8% |
| 7D | -7.4% | -2.5% | -4.9% | -7.0% |
| 30D | -5.5% | +27.0% | -32.5% | -9.0% |
| 3M | +4.1% | +32.6% | -28.5% | -0.9% |
| 6M | +19.3% | +23.6% | -4.2% | +14.4% |
| YTD | -9.2% | +47.8% | -57.0% | -15.9% |
| 1Y | -15.0% | +21.3% | -36.3% | -18.6% |
| 3Y | -50.9% | +7.0% | -57.8% | -52.3% |
| 5Y | -0.9% | +10.2% | -11.0% | -7.0% |
| All | -0.9% | +8.8% | -9.7% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling