+1,102.1%
BAC vs NVO
+30,081.1%
-28,979.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +3.2% | +3.3% | 0.0% | +2.4% |
| 30D | -0.7% | +9.2% | -9.9% | -3.0% |
| 3M | -20.0% | -9.8% | -10.2% | -18.1% |
| 6M | +3.4% | -10.4% | +13.9% | +5.5% |
| YTD | -5.7% | -14.1% | +8.3% | -4.4% |
| 1Y | -1.4% | -11.1% | +9.6% | -1.2% |
| 3Y | +97.9% | -54.9% | +152.9% | +125.3% |
| 5Y | +22.9% | -17.4% | +40.4% | +13.5% |
| 10Y | +235.3% | +214.4% | +20.9% | +99.4% |
| All | +1,102.1% | +30,081.1% | -28,979.0% | +176.8% |
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