-49.6%
NVO vs CSX
+68.3%
-117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -3.2% | -2.3% | -1.0% | -3.0% |
| 3M | +11.5% | +4.3% | +7.2% | +10.7% |
| 6M | +22.9% | +23.4% | -0.5% | +18.6% |
| YTD | -6.8% | +36.4% | -43.2% | -11.5% |
| 1Y | -12.6% | +53.0% | -65.7% | -18.8% |
| 3Y | -49.6% | +70.6% | -120.2% | -56.5% |
| All | -49.6% | +68.3% | -117.9% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling