-20.2%
BKNG vs NVO
-13.8%
-6.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | -10.7% | -7.4% | -3.3% | -9.2% |
| 30D | -18.1% | -5.5% | -12.6% | -17.1% |
| 3M | +8.5% | +4.1% | +4.4% | +8.0% |
| 6M | -0.1% | +19.3% | -19.4% | -3.2% |
| YTD | -18.2% | -9.2% | -9.0% | -15.9% |
| All | -20.2% | -13.8% | -6.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling