+0.7%
NVO vs FIX
+2,151.9%
-2,151.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | -4.7% | +3.5% | -8.3% | -5.2% |
| 30D | -5.4% | -3.5% | -1.9% | -5.2% |
| 3M | +7.0% | -11.8% | +18.7% | +7.7% |
| 6M | +17.6% | +17.8% | -0.2% | +12.4% |
| YTD | -8.0% | +73.3% | -81.4% | -17.4% |
| 1Y | -13.8% | +128.1% | -141.9% | -26.0% |
| 3Y | -50.3% | +772.7% | -822.9% | -66.9% |
| 5Y | +0.7% | +2,166.4% | -2,165.8% | -47.4% |
| All | +0.7% | +2,151.9% | -2,151.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling