+108.1%
NVO vs FOXA
+92.4%
+15.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -7.6% | +0.8% | -8.4% | -7.7% |
| 30D | -6.0% | +5.0% | -11.0% | -6.6% |
| 3M | -0.8% | -3.0% | +2.3% | -0.7% |
| 6M | +16.5% | +14.8% | +1.7% | +13.6% |
| YTD | -11.1% | -8.9% | -2.2% | -10.5% |
| 1Y | -16.7% | +13.3% | -30.0% | -18.5% |
| 3Y | -52.9% | +115.4% | -168.3% | -57.7% |
| 5Y | -3.0% | +95.3% | -98.2% | -12.1% |
| All | +108.1% | +92.4% | +15.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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