+3.1%
NVO vs CSGP
-64.7%
+67.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | +2.2% | -4.1% | +6.2% | +3.2% |
| 30D | +6.0% | +2.3% | +3.7% | +5.2% |
| 3M | +7.9% | -8.2% | +16.0% | +9.4% |
| 6M | +27.1% | -35.1% | +62.1% | +39.6% |
| YTD | -3.8% | -54.0% | +50.2% | +14.4% |
| 1Y | -12.8% | -65.3% | +52.5% | +9.5% |
| 3Y | -46.3% | -62.6% | +16.3% | -34.9% |
| All | +3.1% | -64.7% | +67.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling