+269.8%
NVO vs CNH
+64.7%
+205.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.5% |
| 7D | +2.2% | +23.3% | -21.1% | -1.2% |
| 30D | +6.0% | +33.5% | -27.5% | +1.1% |
| 3M | +7.9% | +32.7% | -24.8% | +2.6% |
| 6M | +27.1% | +22.2% | +4.9% | +21.9% |
| YTD | -3.8% | +57.7% | -61.5% | -11.8% |
| 1Y | -12.8% | +28.0% | -40.8% | -17.3% |
| 3Y | -46.3% | +11.5% | -57.8% | -48.6% |
| 5Y | +3.6% | +11.9% | -8.3% | -2.6% |
| 10Y | +157.0% | +162.8% | -5.8% | +97.7% |
| All | +269.8% | +64.7% | +205.1% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling