-0.9%
NVO vs FDS
-28.1%
+27.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | +0.1% |
| 7D | -7.4% | -16.0% | +8.6% | -3.5% |
| 30D | -5.5% | -6.7% | +1.2% | -4.1% |
| 3M | +4.1% | +6.0% | -1.8% | +2.0% |
| 6M | +19.3% | +25.1% | -5.8% | +10.6% |
| YTD | -9.2% | -8.1% | -1.0% | -8.0% |
| 1Y | -15.0% | -26.0% | +11.0% | -9.2% |
| 3Y | -50.9% | -36.4% | -14.5% | -45.5% |
| 5Y | -0.9% | -27.7% | +26.9% | +13.7% |
| All | -0.9% | -28.1% | +27.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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