+81.0%
BSX vs NVO
+143.1%
-62.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | -10.1% | -7.6% | -2.5% | -8.7% |
| 30D | -16.4% | -6.0% | -10.4% | -15.5% |
| 3M | -8.9% | -0.8% | -8.1% | -8.9% |
| 6M | -38.3% | +16.5% | -54.7% | -40.4% |
| YTD | -54.9% | -11.1% | -43.8% | -54.6% |
| 1Y | -58.8% | -16.7% | -42.1% | -58.2% |
| 3Y | -21.2% | -52.9% | +31.7% | -12.9% |
| 5Y | -3.3% | -3.0% | -0.4% | -16.2% |
| All | +81.0% | +143.1% | -62.1% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling