+1,661.1%
BMY vs NVO
+31,125.1%
-29,463.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.2% |
| 7D | -4.8% | -7.6% | +2.8% | -3.3% |
| 30D | -0.1% | -6.0% | +5.9% | +1.1% |
| 3M | +13.1% | -0.8% | +13.9% | +13.1% |
| 6M | +8.4% | +16.5% | -8.1% | +4.8% |
| YTD | +22.0% | -11.1% | +33.1% | +22.7% |
| 1Y | +40.3% | -16.7% | +57.0% | +42.4% |
| 3Y | +20.5% | -52.9% | +73.4% | +32.3% |
| 5Y | +23.7% | -3.0% | +26.7% | +13.7% |
| 10Y | +62.6% | +147.1% | -84.4% | +19.9% |
| All | +1,661.1% | +31,125.1% | -29,463.9% | +392.1% |
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