-51.9%
NVO vs CPB
-43.2%
-8.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.0% |
| 7D | -7.4% | -5.4% | -2.0% | -7.1% |
| 30D | -5.5% | -7.8% | +2.3% | -5.2% |
| 3M | +4.1% | -6.9% | +11.0% | +4.3% |
| 6M | +19.3% | -12.2% | +31.5% | +19.3% |
| YTD | -9.2% | -21.1% | +11.9% | -9.0% |
| 1Y | -15.0% | -33.5% | +18.5% | -13.8% |
| All | -51.9% | -43.2% | -8.7% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling