+7,029.8%
NVO vs FIX
+12,471.5%
-5,441.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +2.2% | +6.0% | -3.9% | +1.5% |
| 30D | +6.0% | -7.2% | +13.2% | +6.6% |
| 3M | +7.9% | -15.9% | +23.7% | +9.1% |
| 6M | +27.1% | +12.7% | +14.3% | +24.0% |
| YTD | -3.8% | +72.8% | -76.6% | -10.6% |
| 1Y | -12.8% | +122.9% | -135.7% | -21.5% |
| 3Y | -46.3% | +774.3% | -820.6% | -59.2% |
| 5Y | +3.6% | +2,049.5% | -2,045.9% | -29.1% |
| 10Y | +157.0% | +5,821.5% | -5,664.4% | +52.7% |
| All | +7,029.8% | +12,471.5% | -5,441.7% | +3,304.8% |
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 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