-17.7%
NVO vs FICO
+91.4%
-109.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +3.3% | +2.2% | +1.1% | +3.0% |
| 30D | +9.2% | +0.1% | +9.1% | +9.0% |
| 3M | -9.8% | -35.2% | +25.4% | -5.3% |
| 6M | -10.4% | -32.4% | +21.9% | -7.4% |
| YTD | -14.1% | -57.4% | +43.3% | -5.1% |
| 1Y | -11.1% | -58.5% | +47.5% | -1.4% |
| 3Y | -54.9% | -28.9% | -26.1% | -55.0% |
| All | -17.7% | +91.4% | -109.2% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling