+6.4%
NVO vs FGI
-69.8%
+76.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.1% |
| 7D | +0.1% | +5.2% | -5.1% | 0.0% |
| 30D | -3.2% | +65.2% | -68.4% | -5.6% |
| 3M | +11.5% | +30.2% | -18.7% | +9.2% |
| 6M | +22.9% | +87.8% | -64.9% | +17.6% |
| YTD | -6.8% | +32.5% | -39.3% | -9.9% |
| 1Y | -12.6% | +93.6% | -106.2% | -18.0% |
| 3Y | -49.6% | -2.6% | -47.0% | -52.9% |
| All | +6.4% | -69.8% | +76.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling