+29,197.5%
NVO vs FICO
+78,645.2%
-49,447.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +5.4% | +3.3% | +2.0% | +4.8% |
| 3M | -11.2% | -31.7% | +20.5% | -8.6% |
| 6M | -10.8% | -34.0% | +23.2% | -8.3% |
| YTD | -16.8% | -58.3% | +41.5% | -10.6% |
| 1Y | -9.0% | -57.9% | +48.9% | -2.3% |
| 3Y | -56.5% | -24.1% | -32.4% | -56.6% |
| 5Y | -20.3% | +85.3% | -105.6% | -28.1% |
| 10Y | +196.5% | +520.3% | -323.8% | +136.9% |
| All | +29,197.5% | +78,645.2% | -49,447.6% | +19,020.4% |
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