+7,362.3%
NVO vs FFIV
+7,502.3%
-140.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | -3.2% | -2.7% | -0.6% | -3.1% |
| 3M | +11.5% | -1.7% | +13.2% | +11.4% |
| 6M | +22.9% | +36.1% | -13.2% | +20.1% |
| YTD | -6.8% | +52.6% | -59.4% | -9.7% |
| 1Y | -12.6% | +21.5% | -34.2% | -14.1% |
| 3Y | -49.6% | +142.7% | -192.3% | -52.7% |
| 5Y | +0.6% | +92.6% | -92.0% | -4.7% |
| 10Y | +148.3% | +225.5% | -77.2% | +125.9% |
| All | +7,362.3% | +7,502.3% | -140.1% | +6,135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling