+6,449.5%
ABT vs NVO
+32,205.3%
-25,755.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -4.7% | -4.7% | 0.0% | -4.0% |
| 30D | -3.1% | -5.4% | +2.3% | -2.2% |
| 3M | +16.1% | +7.0% | +9.2% | +14.6% |
| 6M | -5.3% | +17.6% | -22.9% | -8.3% |
| YTD | -14.4% | -8.0% | -6.4% | -14.6% |
| 1Y | -18.4% | -13.8% | -4.6% | -17.9% |
| 3Y | +11.2% | -50.3% | +61.5% | +19.3% |
| 5Y | -9.4% | +0.7% | -10.0% | -16.7% |
| 10Y | +209.7% | +155.6% | +54.1% | +138.2% |
| All | +6,449.5% | +32,205.3% | -25,755.8% | +1,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling