+0.7%
NVO vs FIVE
+35.6%
-35.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.9% |
| 7D | -4.7% | +1.7% | -6.4% | -5.0% |
| 30D | -5.4% | +5.0% | -10.4% | -6.2% |
| 3M | +7.0% | +29.5% | -22.5% | +2.9% |
| 6M | +17.6% | +12.4% | +5.2% | +14.8% |
| YTD | -8.0% | +31.2% | -39.2% | -12.3% |
| 1Y | -13.8% | +72.9% | -86.7% | -21.1% |
| 3Y | -50.3% | +53.0% | -103.3% | -56.3% |
| 5Y | +0.7% | +34.2% | -33.5% | -9.8% |
| All | +0.7% | +35.6% | -35.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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