+16.3%
BABA vs NVO
+120.7%
-104.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | -7.8% | +5.3% | -13.1% | -8.9% |
| 3M | -22.4% | -13.6% | -8.7% | -20.1% |
| 6M | -26.0% | -10.5% | -15.5% | -25.0% |
| YTD | -29.3% | -16.0% | -13.3% | -28.2% |
| 1Y | -37.5% | -7.0% | -30.5% | -38.4% |
| 3Y | +31.9% | -56.1% | +88.0% | +48.7% |
| 5Y | -33.4% | -19.0% | -14.4% | -40.9% |
| 10Y | +15.7% | +203.7% | -187.9% | -32.5% |
| All | +16.3% | +120.7% | -104.5% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling