+71.1%
BA vs NVO
+148.4%
-77.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -2.7% | -7.4% | +4.7% | -0.9% |
| 30D | -12.2% | -5.5% | -6.7% | -11.1% |
| 3M | -2.0% | +4.1% | -6.1% | -3.4% |
| 6M | -6.0% | +19.3% | -25.3% | -10.3% |
| YTD | -5.7% | -9.2% | +3.5% | -5.4% |
| 1Y | -10.0% | -15.0% | +5.0% | -8.7% |
| 3Y | -3.1% | -50.9% | +47.8% | +7.6% |
| 5Y | -2.6% | -0.9% | -1.8% | -19.5% |
| All | +71.1% | +148.4% | -77.3% | +8.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling