-3.1%
NVO vs FND
-63.3%
+60.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -7.6% | -5.8% | -1.8% | -6.8% |
| 30D | -6.0% | -20.2% | +14.2% | -3.1% |
| 3M | -0.8% | -12.0% | +11.2% | +0.4% |
| 6M | +16.5% | -18.5% | +35.0% | +18.6% |
| YTD | -11.1% | -22.3% | +11.1% | -9.1% |
| 1Y | -16.7% | -47.6% | +30.9% | -10.5% |
| 3Y | -52.9% | -49.8% | -3.2% | -50.2% |
| All | -3.1% | -63.3% | +60.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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