+6.8%
BABA vs NVO
+120.4%
-113.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.8% |
| 7D | -12.7% | +0.9% | -13.6% | -12.9% |
| 30D | -14.9% | +6.8% | -21.7% | -16.1% |
| 3M | -24.6% | -11.3% | -13.4% | -22.9% |
| 6M | -29.3% | -12.4% | -16.9% | -28.0% |
| YTD | -35.0% | -16.1% | -18.9% | -34.0% |
| 1Y | -39.7% | -15.1% | -24.6% | -39.1% |
| 3Y | +21.2% | -56.2% | +77.4% | +36.7% |
| 5Y | -39.9% | -19.4% | -20.5% | -46.6% |
| 10Y | +7.8% | +207.0% | -199.2% | -37.3% |
| All | +6.8% | +120.4% | -113.7% | -29.5% |
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 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