+3.7%
NVO vs FGI
-66.2%
+69.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.7% | -1.4% |
| 7D | -7.4% | +22.8% | -30.2% | -7.8% |
| 30D | -5.5% | +85.9% | -91.4% | -8.1% |
| 3M | +4.1% | +32.4% | -28.3% | +2.0% |
| 6M | +19.3% | +106.3% | -87.0% | +14.0% |
| YTD | -9.2% | +48.4% | -57.6% | -12.4% |
| 1Y | -15.0% | +116.4% | -131.4% | -20.5% |
| 3Y | -50.9% | +9.2% | -60.0% | -54.2% |
| All | +3.7% | -66.2% | +69.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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