+82.7%
ASML vs NVO
-17.6%
+100.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | +4.9% | +3.3% | +1.7% | +4.1% |
| 30D | -9.3% | +9.2% | -18.5% | -11.3% |
| 3M | -19.0% | -9.8% | -9.2% | -17.2% |
| 6M | -5.2% | -10.4% | +5.2% | -3.8% |
| YTD | +40.6% | -14.1% | +54.7% | +42.2% |
| 1Y | +47.5% | -11.1% | +58.6% | +47.3% |
| 3Y | +133.9% | -54.9% | +188.8% | +181.2% |
| All | +82.7% | -17.6% | +100.3% | +58.0% |
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