-12.8%
NVO vs CPB
-32.6%
+19.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | +2.2% | -8.6% | +10.8% | +2.6% |
| 30D | +6.0% | -7.2% | +13.2% | +6.2% |
| 3M | +7.9% | +0.9% | +7.0% | +7.9% |
| 6M | +27.1% | -11.8% | +38.9% | +25.0% |
| YTD | -3.8% | -19.4% | +15.6% | -5.5% |
| 1Y | -12.8% | -30.4% | +17.5% | -10.2% |
| All | -12.8% | -32.6% | +19.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling