-5.9%
ABT vs NVO
-7.7%
+1.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.0% | +0.6% | +5.2% |
| 7D | +12.5% | +10.2% | +2.4% | +11.9% |
| 30D | +16.1% | +12.4% | +3.7% | +15.3% |
| 3M | +10.2% | -3.5% | +13.7% | +10.3% |
| 6M | +33.7% | -3.8% | +37.5% | +34.1% |
| YTD | -5.5% | -13.0% | +7.4% | -7.1% |
| 1Y | -5.9% | -8.2% | +2.3% | -8.1% |
| All | -5.9% | -7.7% | +1.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling