+29,764.4%
NVO vs CSX
+10,737.9%
+19,026.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +6.5% | +8.7% | -2.2% | +4.9% |
| 3M | -11.8% | +4.2% | -16.0% | -12.5% |
| 6M | -10.3% | +16.7% | -27.0% | -13.0% |
| YTD | -15.2% | +44.5% | -59.7% | -21.2% |
| 1Y | -12.2% | +50.3% | -62.5% | -19.0% |
| 3Y | -55.7% | +76.3% | -132.0% | -60.6% |
| 5Y | -18.7% | +58.1% | -76.9% | -26.9% |
| 10Y | +210.3% | +416.4% | -206.1% | +118.8% |
| All | +29,764.4% | +10,737.9% | +19,026.6% | +12,399.3% |
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 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