-12.6%
NVO vs FICO
-39.2%
+26.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +0.1% | -15.4% | +15.5% | +2.2% |
| 30D | -3.2% | -10.4% | +7.2% | -2.1% |
| 3M | +11.5% | -22.7% | +34.2% | +14.4% |
| 6M | +22.9% | -36.8% | +59.7% | +31.4% |
| YTD | -6.8% | -44.8% | +38.0% | +0.2% |
| 1Y | -12.6% | -39.3% | +26.7% | -4.7% |
| All | -12.6% | -39.2% | +26.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling