+329.9%
NVO vs FIVE
+868.1%
-538.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.5% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +6.0% | +12.5% | -6.5% | +4.5% |
| 3M | +7.9% | +31.2% | -23.4% | +4.3% |
| 6M | +27.1% | +14.4% | +12.7% | +24.3% |
| YTD | -3.8% | +33.9% | -37.7% | -7.7% |
| 1Y | -12.8% | +65.1% | -77.9% | -18.4% |
| 3Y | -46.3% | +49.0% | -95.3% | -51.0% |
| 5Y | +3.6% | +30.3% | -26.7% | -5.8% |
| 10Y | +157.0% | +481.1% | -324.1% | +99.6% |
| All | +329.9% | +868.1% | -538.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling