+266.6%
NVO vs FANG
+1,412.9%
-1,146.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| YTD | -11.1% | +38.7% | -49.8% | -13.5% |
| 1Y | -16.7% | +51.6% | -68.4% | -19.5% |
| 3Y | -52.9% | +50.0% | -102.9% | -54.8% |
| 5Y | -3.0% | +237.6% | -240.5% | -12.6% |
| 10Y | +147.1% | +180.7% | -33.6% | +113.6% |
| All | +266.6% | +1,412.9% | -1,146.2% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling