+211.4%
NVO vs FICO
+524.6%
-313.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +6.8% | -0.8% | +7.6% | +6.7% |
| 3M | -11.3% | -31.3% | +20.0% | -7.0% |
| 6M | -12.4% | -33.9% | +21.5% | -8.4% |
| YTD | -16.1% | -57.6% | +41.4% | -5.4% |
| 1Y | -15.1% | -59.7% | +44.6% | -3.4% |
| 3Y | -56.2% | -28.0% | -28.2% | -56.8% |
| 5Y | -19.4% | +91.0% | -110.4% | -36.6% |
| All | +211.4% | +524.6% | -313.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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