+48.5%
AMZN vs NVO
-4.3%
+52.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.2% |
| 7D | -0.7% | -7.6% | +6.9% | +0.4% |
| 30D | -3.9% | -6.0% | +2.0% | -3.2% |
| 3M | +6.3% | -0.8% | +7.1% | +5.7% |
| 6M | +20.8% | +16.5% | +4.3% | +17.1% |
| YTD | +11.2% | -11.1% | +22.4% | +11.4% |
| 1Y | +11.7% | -16.7% | +28.4% | +12.7% |
| 3Y | +79.4% | -52.9% | +132.4% | +93.3% |
| All | +48.5% | -4.3% | +52.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling