+906.7%
BSX vs NVO
+17,592.0%
-16,685.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -8.2% | -7.4% | -0.8% | -6.7% |
| 30D | -15.8% | -5.5% | -10.3% | -14.8% |
| 3M | -10.8% | +4.1% | -15.0% | -11.9% |
| 6M | -38.4% | +19.3% | -57.7% | -41.2% |
| YTD | -54.8% | -9.2% | -45.6% | -54.7% |
| 1Y | -59.0% | -15.0% | -44.0% | -58.6% |
| 3Y | -20.0% | -50.9% | +30.9% | -11.9% |
| 5Y | -3.1% | -0.9% | -2.2% | -11.9% |
| 10Y | +83.3% | +152.4% | -69.1% | +30.6% |
| All | +906.7% | +17,592.0% | -16,685.3% | +271.3% |
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