-49.6%
NVO vs FIX
+784.8%
-834.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.3% |
| 7D | +0.1% | +6.1% | -6.0% | -0.6% |
| 30D | -3.2% | -2.7% | -0.6% | -3.1% |
| 3M | +11.5% | -10.9% | +22.4% | +12.0% |
| 6M | +22.9% | +29.0% | -6.1% | +16.3% |
| YTD | -6.8% | +76.9% | -83.7% | -15.6% |
| 1Y | -12.6% | +130.7% | -143.4% | -23.7% |
| 3Y | -49.6% | +790.7% | -840.2% | -59.0% |
| All | -49.6% | +784.8% | -834.4% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling