-2.6%
BA vs NVO
-1.1%
-1.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -2.7% | -7.4% | +4.7% | -1.4% |
| 30D | -12.2% | -5.5% | -6.7% | -11.4% |
| 3M | -2.0% | +4.1% | -6.1% | -3.0% |
| 6M | -6.0% | +19.3% | -25.3% | -9.0% |
| YTD | -5.7% | -9.2% | +3.5% | -5.5% |
| 1Y | -10.0% | -15.0% | +5.0% | -9.1% |
| 3Y | -3.1% | -50.9% | +47.8% | +3.9% |
| 5Y | -2.6% | -0.9% | -1.8% | -19.9% |
| All | -2.6% | -1.1% | -1.5% | -19.9% |
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