+11.7%
BABA vs NVO
+220.4%
-208.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -13.8% | +3.3% | -17.0% | -14.4% |
| 30D | -15.1% | +9.2% | -24.3% | -16.7% |
| 3M | -22.7% | -9.8% | -13.0% | -21.3% |
| 6M | -34.7% | -10.4% | -24.2% | -33.8% |
| YTD | -35.0% | -14.1% | -20.9% | -34.4% |
| 1Y | -40.4% | -11.1% | -29.3% | -40.5% |
| 3Y | +21.9% | -54.9% | +76.9% | +36.1% |
| 5Y | -39.9% | -17.4% | -22.4% | -48.3% |
| All | +11.7% | +220.4% | -208.7% | -34.8% |
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