-52.9%
NVO vs FLR
+54.2%
-107.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -7.6% | -3.5% | -4.1% | -7.3% |
| 30D | -6.0% | +4.2% | -10.1% | -6.4% |
| 3M | -0.8% | +8.1% | -8.8% | -1.9% |
| 6M | +16.5% | +21.5% | -5.1% | +12.8% |
| YTD | -11.1% | +36.8% | -47.9% | -14.6% |
| 1Y | -16.7% | +31.2% | -47.9% | -19.6% |
| 3Y | -52.9% | +53.9% | -106.8% | -57.2% |
| All | -52.9% | +54.2% | -107.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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