-0.9%
NVO vs FIS
-65.9%
+65.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -7.4% | -8.9% | +1.5% | -5.7% |
| 30D | -5.5% | -9.9% | +4.4% | -3.6% |
| 3M | +4.1% | 0.0% | +4.1% | +4.2% |
| 6M | +19.3% | -22.9% | +42.2% | +24.9% |
| YTD | -9.2% | -40.9% | +31.7% | -0.8% |
| 1Y | -15.0% | -40.4% | +25.4% | -7.3% |
| 3Y | -50.9% | -25.4% | -25.5% | -47.6% |
| 5Y | -0.9% | -64.8% | +64.0% | +12.0% |
| All | -0.9% | -65.9% | +65.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling