+136.0%
NVO vs CP
+232.0%
-96.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.3% |
| 7D | -7.6% | -2.6% | -5.0% | -6.9% |
| 30D | -6.0% | -3.7% | -2.2% | -5.0% |
| 3M | -0.8% | +0.1% | -0.9% | -1.0% |
| 6M | +16.5% | +7.8% | +8.6% | +13.6% |
| YTD | -11.1% | +21.7% | -32.8% | -16.6% |
| 1Y | -16.7% | +18.6% | -35.3% | -21.2% |
| 3Y | -52.9% | +17.5% | -70.5% | -55.7% |
| 5Y | -3.0% | +35.4% | -38.3% | -13.6% |
| All | +136.0% | +232.0% | -96.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling