+136.0%
NVO vs CRH
+253.3%
-117.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.4% |
| 7D | -7.6% | -6.1% | -1.5% | -5.9% |
| 30D | -6.0% | -9.3% | +3.3% | -3.4% |
| 3M | -0.8% | -15.2% | +14.4% | +3.6% |
| 6M | +16.5% | -14.2% | +30.7% | +20.8% |
| YTD | -11.1% | -28.3% | +17.1% | -2.9% |
| 1Y | -16.7% | -21.8% | +5.1% | -11.3% |
| 3Y | -52.9% | +71.6% | -124.5% | -58.9% |
| 5Y | -3.0% | +96.6% | -99.6% | -19.3% |
| All | +136.0% | +253.3% | -117.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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