-29.9%
BABA vs NVO
+0.7%
-30.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -12.3% | -3.2% | -9.0% | -11.9% |
| 3M | -5.3% | +11.5% | -16.8% | -7.6% |
| 6M | -13.1% | +22.9% | -36.0% | -16.6% |
| YTD | -22.4% | -6.8% | -15.6% | -22.8% |
| 1Y | -19.5% | -12.6% | -6.8% | -19.1% |
| 3Y | +32.9% | -49.6% | +82.5% | +39.8% |
| 5Y | -29.9% | +0.6% | -30.4% | -50.5% |
| All | -29.9% | +0.7% | -30.5% | -50.5% |
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