-51.3%
NVO vs FFIV
+151.3%
-202.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.9% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | -5.4% | -1.3% | -4.1% | -5.3% |
| 3M | +7.0% | +2.4% | +4.6% | +6.0% |
| 6M | +17.6% | +41.8% | -24.2% | +8.1% |
| YTD | -8.0% | +58.5% | -66.6% | -17.5% |
| 1Y | -13.8% | +24.3% | -38.2% | -18.9% |
| All | -51.3% | +151.3% | -202.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling