-55.5%
NVO vs CSX
+76.9%
-132.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | +6.5% | +8.7% | -2.2% | +5.4% |
| 3M | -11.8% | +4.2% | -16.0% | -12.3% |
| 6M | -10.3% | +16.7% | -27.0% | -12.3% |
| YTD | -15.2% | +44.5% | -59.7% | -19.9% |
| 1Y | -12.2% | +50.3% | -62.5% | -17.6% |
| All | -55.5% | +76.9% | -132.5% | -61.0% |
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 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