-51.9%
NVO vs CP
+18.1%
-69.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -7.4% | -2.7% | -4.7% | -6.7% |
| 30D | -5.5% | -3.4% | -2.2% | -4.7% |
| 3M | +4.1% | -0.6% | +4.7% | +4.1% |
| 6M | +19.3% | +6.3% | +13.0% | +16.7% |
| YTD | -9.2% | +21.2% | -30.4% | -15.1% |
| 1Y | -15.0% | +20.0% | -35.0% | -20.3% |
| All | -51.9% | +18.1% | -69.9% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling