-16.7%
NVO vs FDX
+76.4%
-93.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -7.6% | -3.3% | -4.3% | -7.2% |
| 30D | -6.0% | -4.5% | -1.4% | -5.4% |
| 3M | -0.8% | -7.3% | +6.6% | +0.1% |
| 6M | +16.5% | +7.5% | +8.9% | +13.8% |
| YTD | -11.1% | +35.1% | -46.2% | -20.6% |
| 1Y | -16.7% | +71.4% | -88.1% | -32.4% |
| All | -16.7% | +76.4% | -93.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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