+30,156.9%
NVO vs CSX
+10,769.2%
+19,387.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +3.3% | +6.0% | -2.7% | +2.2% |
| 30D | +9.2% | +7.8% | +1.4% | +7.7% |
| 3M | -9.8% | +4.1% | -13.8% | -10.5% |
| 6M | -10.4% | +17.9% | -28.4% | -13.3% |
| YTD | -14.1% | +44.9% | -59.0% | -20.2% |
| 1Y | -11.1% | +51.1% | -62.2% | -18.0% |
| 3Y | -54.9% | +78.3% | -133.2% | -60.0% |
| 5Y | -17.4% | +58.1% | -75.5% | -25.7% |
| 10Y | +214.4% | +417.9% | -203.5% | +121.5% |
| All | +30,156.9% | +10,769.2% | +19,387.7% | +12,556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling