-12.2%
NVO vs FN
-19.6%
+7.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.8% |
| 7D | -2.6% | +8.0% | -10.6% | -2.8% |
| 30D | +6.5% | -19.1% | +25.7% | +6.9% |
| 3M | -11.8% | -29.8% | +18.1% | -11.2% |
| 6M | -10.3% | -43.2% | +32.9% | -8.1% |
| YTD | -15.2% | -18.9% | +3.7% | -20.9% |
| 1Y | -12.2% | -17.9% | +5.6% | -19.2% |
| All | -12.2% | -19.6% | +7.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling