+143.3%
DELL vs NVO
-7.7%
+151.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.0% | -13.8% | -8.7% |
| 7D | -24.6% | +10.2% | -34.8% | -24.5% |
| 30D | -32.5% | +12.4% | -44.8% | -32.5% |
| 3M | -20.2% | -3.5% | -16.7% | -19.8% |
| 6M | +76.5% | -3.8% | +80.2% | +75.0% |
| YTD | +198.9% | -13.0% | +211.9% | +196.9% |
| 1Y | +143.3% | -8.2% | +151.5% | +140.3% |
| All | +143.3% | -7.7% | +151.0% | +140.3% |
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 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