-52.9%
NVO vs FTI
+267.9%
-320.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -7.6% | -4.4% | -3.2% | -7.1% |
| 30D | -6.0% | +1.5% | -7.5% | -6.2% |
| 3M | -0.8% | +8.2% | -9.0% | -1.9% |
| 6M | +16.5% | +18.8% | -2.4% | +13.2% |
| YTD | -11.1% | +71.7% | -82.8% | -18.4% |
| 1Y | -16.7% | +90.0% | -106.8% | -24.8% |
| 3Y | -52.9% | +270.5% | -323.4% | -61.3% |
| All | -52.9% | +267.9% | -320.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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