-8.2%
NVO vs FIX
+14.3%
-22.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -15.1% | +20.0% | +5.2% |
| 7D | +10.2% | -18.9% | +29.1% | +10.6% |
| 30D | +12.4% | -36.3% | +48.7% | +14.4% |
| 3M | -3.5% | -38.5% | +35.0% | -1.6% |
| 6M | -3.8% | -42.3% | +38.5% | -1.9% |
| YTD | -13.0% | +17.1% | -30.1% | -27.1% |
| 1Y | -8.2% | +14.4% | -22.6% | -22.6% |
| All | -8.2% | +14.3% | -22.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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