+108.6%
ASML vs NVO
+2.9%
+105.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | +2.2% | +6.0% | -3.8% | +0.4% |
| 3M | -2.3% | +7.9% | -10.2% | -5.4% |
| 6M | +23.0% | +27.1% | -4.1% | +13.2% |
| YTD | +61.1% | -3.8% | +64.9% | +58.6% |
| 1Y | +129.1% | -12.8% | +142.0% | +131.6% |
| 3Y | +165.4% | -46.3% | +211.7% | +204.0% |
| All | +108.6% | +2.9% | +105.7% | +59.4% |
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 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