+29,764.4%
NVO vs FICO
+81,361.1%
-51,596.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.6% | +4.0% | -6.6% | -3.0% |
| 30D | +6.5% | -1.5% | +8.0% | +6.5% |
| 3M | -11.8% | -29.8% | +18.0% | -9.4% |
| 6M | -10.3% | -33.3% | +22.9% | -7.9% |
| YTD | -15.2% | -56.9% | +41.7% | -9.2% |
| 1Y | -12.2% | -59.5% | +47.2% | -5.4% |
| 3Y | -55.7% | -26.9% | -28.8% | -55.7% |
| 5Y | -18.7% | +92.9% | -111.7% | -27.0% |
| 10Y | +210.3% | +539.5% | -329.2% | +147.2% |
| All | +29,764.4% | +81,361.1% | -51,596.6% | +19,323.3% |
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 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