+127.8%
AAPL vs NVO
-4.3%
+132.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.0% |
| 7D | +3.8% | -7.6% | +11.4% | +4.9% |
| 30D | +9.9% | -6.0% | +15.9% | +10.8% |
| 3M | +12.5% | -0.8% | +13.3% | +12.6% |
| 6M | +27.6% | +16.5% | +11.2% | +25.1% |
| YTD | +22.6% | -11.1% | +33.7% | +23.2% |
| 1Y | +45.0% | -16.7% | +61.7% | +46.7% |
| 3Y | +87.8% | -52.9% | +140.7% | +98.4% |
| All | +127.8% | -4.3% | +132.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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