-2.5%
NVO vs FGI
-70.0%
+67.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +7.1% | -3.2% | +10.3% | +7.1% |
| 3M | -11.3% | +64.1% | -75.4% | -13.6% |
| 6M | -9.0% | +17.2% | -26.2% | -10.8% |
| YTD | -14.6% | +31.6% | -46.2% | -17.5% |
| 1Y | -4.9% | +45.1% | -50.0% | -8.6% |
| 3Y | -54.9% | -2.0% | -52.9% | -57.9% |
| All | -2.5% | -70.0% | +67.5% | -6.6% |
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