+113.6%
NVO vs CTVA
+210.9%
-97.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.4% | -4.7% | -2.7% | -6.6% |
| 30D | -5.5% | +11.1% | -16.6% | -7.1% |
| 3M | +4.1% | +13.7% | -9.6% | +2.1% |
| 6M | +19.3% | +11.2% | +8.1% | +17.4% |
| YTD | -9.2% | +26.9% | -36.1% | -12.6% |
| 1Y | -15.0% | +18.8% | -33.8% | -17.5% |
| 3Y | -50.9% | +75.9% | -126.8% | -55.8% |
| 5Y | -0.9% | +105.2% | -106.1% | -14.0% |
| All | +113.6% | +210.9% | -97.3% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling