-17.7%
NVO vs FIX
+1,026.2%
-1,044.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +3.3% | +9.4% | -6.2% | +2.2% |
| 30D | +9.2% | -27.8% | +37.0% | +12.6% |
| 3M | -9.8% | -35.6% | +25.8% | -5.9% |
| 6M | -10.4% | -45.2% | +34.8% | -5.2% |
| YTD | -14.1% | +19.5% | -33.6% | -20.1% |
| 1Y | -11.1% | +24.2% | -35.3% | -17.9% |
| 3Y | -54.9% | +494.2% | -549.1% | -69.0% |
| All | -17.7% | +1,026.2% | -1,044.0% | -53.2% |
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