+79.4%
AMZN vs NVO
-51.9%
+131.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.2% |
| 7D | -0.7% | -7.6% | +6.9% | +0.3% |
| 30D | -3.9% | -6.0% | +2.0% | -3.3% |
| 3M | +6.3% | -0.8% | +7.1% | +5.6% |
| 6M | +20.8% | +16.5% | +4.3% | +17.1% |
| YTD | +11.2% | -11.1% | +22.4% | +11.3% |
| 1Y | +11.7% | -16.7% | +28.4% | +12.5% |
| 3Y | +79.4% | -52.9% | +132.4% | +92.4% |
| All | +79.4% | -51.9% | +131.4% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling