+32,722.5%
NVO vs FDX
+4,120.9%
+28,601.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | -3.2% | -1.4% | -1.8% | -3.0% |
| 3M | +11.5% | -4.5% | +16.0% | +12.2% |
| 6M | +22.9% | +9.4% | +13.5% | +20.5% |
| YTD | -6.8% | +36.0% | -42.8% | -12.2% |
| 1Y | -12.6% | +75.5% | -88.2% | -21.3% |
| 3Y | -49.6% | +62.8% | -112.4% | -54.6% |
| 5Y | +0.6% | +64.4% | -63.8% | -11.3% |
| 10Y | +148.3% | +175.5% | -27.2% | +91.9% |
| All | +32,722.5% | +4,120.9% | +28,601.6% | +17,582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling