+6,119.4%
NVO vs FIX
+8,714.3%
-2,594.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.8% |
| 7D | +0.9% | +17.0% | -16.1% | -0.8% |
| 30D | +6.8% | -30.6% | +37.4% | +10.3% |
| 3M | -11.3% | -35.0% | +23.8% | -8.0% |
| 6M | -12.4% | -44.0% | +31.5% | -8.3% |
| YTD | -16.1% | +21.1% | -37.3% | -19.7% |
| 1Y | -15.1% | +16.3% | -31.3% | -18.4% |
| 3Y | -56.2% | +507.4% | -563.6% | -65.6% |
| 5Y | -19.4% | +1,052.1% | -1,071.5% | -41.5% |
| 10Y | +207.0% | +3,650.8% | -3,443.8% | +90.3% |
| All | +6,119.4% | +8,714.3% | -2,594.9% | +2,959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling