+0.6%
NVO vs FN
+299.7%
-299.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.3% |
| 7D | +0.1% | +3.5% | -3.5% | -0.2% |
| 30D | -3.2% | -26.0% | +22.8% | -1.0% |
| 3M | +11.5% | -33.3% | +44.8% | +14.8% |
| 6M | +22.9% | -14.9% | +37.8% | +21.5% |
| YTD | -6.8% | -8.6% | +1.7% | -9.2% |
| 1Y | -12.6% | +12.3% | -25.0% | -17.2% |
| 3Y | -49.6% | +174.4% | -224.0% | -58.4% |
| 5Y | +0.6% | +296.4% | -295.8% | -24.3% |
| All | +0.6% | +299.7% | -299.1% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling