-15.0%
NVO vs FIX
+119.3%
-134.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -7.4% | +0.7% | -8.0% | -7.4% |
| 30D | -5.5% | -5.7% | +0.2% | -5.2% |
| 3M | +4.1% | -7.4% | +11.6% | +3.2% |
| 6M | +19.3% | +15.1% | +4.3% | +11.4% |
| YTD | -9.2% | +70.7% | -79.9% | -22.1% |
| 1Y | -15.0% | +111.9% | -127.0% | -30.8% |
| All | -15.0% | +119.3% | -134.3% | -30.8% |
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