-8.2%
NVO vs FITB
+36.9%
-45.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.4% |
| 7D | +10.2% | +2.3% | +7.8% | +9.2% |
| 30D | +12.4% | +7.7% | +4.6% | +9.2% |
| 3M | -3.5% | -4.5% | +1.0% | -2.2% |
| 6M | -3.8% | +12.5% | -16.2% | -8.4% |
| YTD | -13.0% | +19.8% | -32.7% | -20.2% |
| 1Y | -8.2% | +34.1% | -42.4% | -20.7% |
| All | -8.2% | +36.9% | -45.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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