+33,769.1%
NVO vs CSX
+10,217.9%
+23,551.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +2.2% | -3.4% | +5.6% | +2.8% |
| 30D | +6.0% | -3.1% | +9.1% | +6.6% |
| 3M | +7.9% | +7.2% | +0.7% | +6.4% |
| 6M | +27.1% | +16.2% | +10.9% | +23.2% |
| YTD | -3.8% | +37.5% | -41.4% | -9.8% |
| 1Y | -12.8% | +53.2% | -66.1% | -19.9% |
| 3Y | -46.3% | +68.2% | -114.5% | -51.9% |
| 5Y | +3.6% | +65.2% | -61.6% | -7.6% |
| 10Y | +157.0% | +504.1% | -347.1% | +76.2% |
| All | +33,769.1% | +10,217.9% | +23,551.2% | +14,206.5% |
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 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