-12.8%
NVO vs FANG
+43.7%
-56.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -2.1% |
| 7D | +2.2% | +0.8% | +1.4% | +2.3% |
| 30D | +6.0% | +7.6% | -1.6% | +6.7% |
| 3M | +7.9% | -1.3% | +9.2% | +7.7% |
| 6M | +27.1% | +14.7% | +12.4% | +26.8% |
| YTD | -3.8% | +34.8% | -38.6% | -3.4% |
| 1Y | -12.8% | +42.9% | -55.8% | -13.0% |
| All | -12.8% | +43.7% | -56.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling