+218.9%
NVO vs CSX
+415.8%
-196.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +3.3% | +6.0% | -2.7% | +2.1% |
| 30D | +9.2% | +7.8% | +1.4% | +7.6% |
| 3M | -9.8% | +4.1% | -13.8% | -10.5% |
| 6M | -10.4% | +17.9% | -28.4% | -13.6% |
| YTD | -14.1% | +44.9% | -59.0% | -20.8% |
| 1Y | -11.1% | +51.1% | -62.2% | -18.8% |
| 3Y | -54.9% | +78.3% | -133.2% | -60.8% |
| 5Y | -17.4% | +58.1% | -75.5% | -27.1% |
| All | +218.9% | +415.8% | -196.9% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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