-16.7%
NVO vs FIS
-40.5%
+23.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -7.9% | +0.3% | -4.0% |
| 30D | -6.0% | -8.0% | +2.0% | -2.5% |
| 3M | -0.8% | +0.6% | -1.4% | -1.4% |
| 6M | +16.5% | -22.2% | +38.7% | +32.2% |
| YTD | -11.1% | -40.8% | +29.7% | +15.9% |
| 1Y | -16.7% | -41.5% | +24.8% | +9.5% |
| All | -16.7% | -40.5% | +23.8% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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