+109.0%
NVO vs CTVA
+208.7%
-99.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -7.6% | -4.5% | -3.1% | -6.9% |
| 30D | -6.0% | +11.3% | -17.3% | -7.6% |
| 3M | -0.8% | +12.3% | -13.1% | -2.5% |
| 6M | +16.5% | +7.2% | +9.3% | +15.2% |
| YTD | -11.1% | +26.0% | -37.1% | -14.3% |
| 1Y | -16.7% | +16.0% | -32.7% | -18.8% |
| 3Y | -52.9% | +73.9% | -126.8% | -57.6% |
| 5Y | -3.0% | +103.8% | -106.8% | -15.7% |
| All | +109.0% | +208.7% | -99.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling