+155.6%
NVO vs FICO
+647.8%
-492.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.7% | -2.3% |
| 7D | -4.7% | -10.6% | +5.8% | -3.1% |
| 30D | -5.4% | -6.3% | +0.9% | -4.8% |
| 3M | +7.0% | -19.7% | +26.7% | +10.1% |
| 6M | +17.6% | -31.8% | +49.4% | +23.6% |
| YTD | -8.0% | -41.8% | +33.8% | -0.4% |
| 1Y | -13.8% | -36.4% | +22.6% | -8.8% |
| 3Y | -50.3% | +9.3% | -59.5% | -54.0% |
| 5Y | +0.7% | +113.0% | -112.4% | -20.8% |
| 10Y | +155.6% | +665.4% | -509.8% | +52.3% |
| All | +155.6% | +647.8% | -492.2% | +52.3% |
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