+141.2%
NVO vs CSX
+502.6%
-361.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -5.5% | -1.5% | -4.0% | -5.2% |
| 3M | +4.1% | +6.0% | -1.8% | +2.8% |
| 6M | +19.3% | +20.6% | -1.2% | +14.5% |
| YTD | -9.2% | +36.5% | -45.7% | -15.2% |
| 1Y | -15.0% | +55.0% | -70.0% | -22.8% |
| 3Y | -50.9% | +70.8% | -121.6% | -56.8% |
| 5Y | -0.9% | +69.6% | -70.4% | -13.6% |
| All | +141.2% | +502.6% | -361.4% | +70.3% |
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