-3.1%
NVO vs FANG
+232.6%
-235.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | +2.9% | -10.5% | -7.8% |
| 30D | -6.0% | +2.6% | -8.6% | -6.2% |
| 3M | -0.8% | +7.6% | -8.3% | -1.4% |
| 6M | +16.5% | +17.3% | -0.9% | +14.4% |
| YTD | -11.1% | +38.7% | -49.8% | -14.1% |
| 1Y | -16.7% | +51.6% | -68.4% | -20.3% |
| 3Y | -52.9% | +50.0% | -102.9% | -55.5% |
| All | -3.1% | +232.6% | -235.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling