+197.1%
ABT vs NVO
+143.1%
+54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.0% |
| 7D | -5.9% | -7.6% | +1.7% | -4.5% |
| 30D | -8.1% | -6.0% | -2.1% | -7.0% |
| 3M | +14.5% | -0.8% | +15.3% | +14.5% |
| 6M | -6.3% | +16.5% | -22.7% | -9.4% |
| YTD | -17.1% | -11.1% | -6.0% | -16.8% |
| 1Y | -21.4% | -16.7% | -4.6% | -20.4% |
| 3Y | +5.9% | -52.9% | +58.8% | +16.0% |
| 5Y | -12.8% | -3.0% | -9.8% | -29.4% |
| All | +197.1% | +143.1% | +54.0% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling