+32,286.4%
NVO vs CP
+7,539.7%
+24,746.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | -5.4% | -0.5% | -5.0% | -5.4% |
| 3M | +7.0% | +0.1% | +6.9% | +6.8% |
| 6M | +17.6% | +7.8% | +9.8% | +15.4% |
| YTD | -8.0% | +22.9% | -30.9% | -12.6% |
| 1Y | -13.8% | +21.3% | -35.2% | -17.8% |
| 3Y | -50.3% | +20.4% | -70.6% | -52.8% |
| 5Y | +0.7% | +34.9% | -34.3% | -7.6% |
| 10Y | +155.6% | +233.3% | -77.7% | +89.8% |
| All | +32,286.4% | +7,539.7% | +24,746.8% | +15,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling