+20.2%
BABA vs NVO
+216.3%
-196.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -3.6% | -2.6% | -1.0% | -3.1% |
| 30D | -8.4% | +6.5% | -14.9% | -9.6% |
| 3M | -20.6% | -11.8% | -8.8% | -18.8% |
| 6M | -25.4% | -10.3% | -15.1% | -24.4% |
| YTD | -30.1% | -15.2% | -14.9% | -29.3% |
| 1Y | -36.3% | -12.2% | -24.1% | -36.2% |
| 3Y | +30.4% | -55.7% | +86.1% | +46.1% |
| 5Y | -35.7% | -18.7% | -17.0% | -44.6% |
| All | +20.2% | +216.3% | -196.1% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling