+1,370.0%
BAC vs NVO
+32,640.3%
-31,270.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -0.7% | -3.2% | +2.5% | 0.0% |
| 3M | +16.9% | +11.5% | +5.4% | +13.1% |
| 6M | +29.6% | +22.9% | +6.7% | +21.8% |
| YTD | +15.3% | -6.8% | +22.1% | +14.8% |
| 1Y | +28.8% | -12.6% | +41.5% | +29.6% |
| 3Y | +136.4% | -49.6% | +186.0% | +161.2% |
| 5Y | +72.9% | +0.6% | +72.3% | +51.1% |
| 10Y | +391.8% | +148.3% | +243.5% | +214.9% |
| All | +1,370.0% | +32,640.3% | -31,270.3% | +232.2% |
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