+24.3%
BMY vs NVO
-4.3%
+28.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.1% |
| 7D | -4.8% | -7.6% | +2.8% | -3.9% |
| 30D | -0.1% | -6.0% | +5.9% | +0.6% |
| 3M | +13.1% | -0.8% | +13.9% | +13.2% |
| 6M | +8.4% | +16.5% | -8.1% | +6.5% |
| YTD | +22.0% | -11.1% | +33.1% | +22.3% |
| 1Y | +40.3% | -16.7% | +57.0% | +41.5% |
| 3Y | +20.5% | -52.9% | +73.4% | +24.1% |
| All | +24.3% | -4.3% | +28.5% | +13.0% |
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