+73.1%
BAC vs NVO
-4.3%
+77.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | 0.0% | -7.6% | +7.6% | +0.9% |
| 30D | -2.8% | -6.0% | +3.2% | -2.2% |
| 3M | +14.2% | -0.8% | +15.0% | +14.1% |
| 6M | +30.5% | +16.5% | +14.1% | +27.9% |
| YTD | +15.8% | -11.1% | +26.9% | +16.1% |
| 1Y | +26.2% | -16.7% | +42.9% | +27.1% |
| 3Y | +136.5% | -52.9% | +189.4% | +145.5% |
| All | +73.1% | -4.3% | +77.3% | +53.4% |
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 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