+136.0%
NVO vs FERG
+351.3%
-215.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -2.6% | -5.0% | -7.3% |
| 30D | -6.0% | -8.9% | +2.9% | -4.8% |
| 3M | -0.8% | -2.0% | +1.3% | -0.7% |
| 6M | +16.5% | -3.2% | +19.7% | +16.5% |
| YTD | -11.1% | +1.5% | -12.6% | -11.6% |
| 1Y | -16.7% | +0.5% | -17.2% | -17.1% |
| 3Y | -52.9% | +50.4% | -103.3% | -55.6% |
| 5Y | -3.0% | +68.7% | -71.7% | -10.5% |
| All | +136.0% | +351.3% | -215.3% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling