+136.0%
BAC vs NVO
-50.9%
+186.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.1% |
| 7D | -0.3% | -7.4% | +7.1% | +0.5% |
| 30D | -1.8% | -5.5% | +3.8% | -1.3% |
| 3M | +15.3% | +4.1% | +11.2% | +14.6% |
| 6M | +30.2% | +19.3% | +10.8% | +27.5% |
| YTD | +15.6% | -9.2% | +24.8% | +15.5% |
| 1Y | +27.5% | -15.0% | +42.5% | +27.9% |
| All | +136.0% | -50.9% | +186.9% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling