+33,769.1%
NVO vs FICO
+104,095.6%
-70,326.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | -0.2% |
| 7D | +2.2% | -19.2% | +21.4% | +4.3% |
| 30D | +6.0% | -14.6% | +20.6% | +7.5% |
| 3M | +7.9% | -20.1% | +28.0% | +9.8% |
| 6M | +27.1% | -36.3% | +63.4% | +31.7% |
| YTD | -3.8% | -44.9% | +41.0% | +1.2% |
| 1Y | -12.8% | -38.6% | +25.8% | -9.6% |
| 3Y | -46.3% | +4.0% | -50.3% | -47.8% |
| 5Y | +3.6% | +99.5% | -95.9% | -6.7% |
| 10Y | +157.0% | +604.7% | -447.6% | +103.8% |
| All | +33,769.1% | +104,095.6% | -70,326.4% | +21,553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling