+3.6%
GOOG vs NVO
-7.7%
+11.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.7% | +2.9% |
| 7D | -10.7% | +10.2% | -20.9% | -11.3% |
| 30D | -16.4% | +12.4% | -28.8% | -17.1% |
| 3M | -23.4% | -3.5% | -19.9% | -23.2% |
| 6M | -24.2% | -3.8% | -20.5% | -24.6% |
| YTD | -8.3% | -13.0% | +4.7% | -8.8% |
| 1Y | +3.6% | -8.2% | +11.8% | +2.6% |
| All | +3.6% | -7.7% | +11.3% | +2.6% |
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 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