-5.3%
ABT vs NVO
+19.4%
-24.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -4.7% | -4.7% | 0.0% | -3.8% |
| 30D | -3.1% | -5.4% | +2.3% | -2.1% |
| 3M | +16.1% | +7.0% | +9.2% | +15.7% |
| 6M | -5.3% | +17.6% | -22.9% | -8.9% |
| All | -5.3% | +19.4% | -24.7% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling