+13,245.4%
GOOG vs NVO
+2,466.4%
+10,779.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -2.5% | -7.4% | +4.9% | -0.6% |
| 30D | -3.6% | -5.5% | +1.9% | -2.3% |
| 3M | -6.4% | +4.1% | -10.5% | -8.2% |
| 6M | +7.8% | +19.3% | -11.6% | +1.9% |
| YTD | +5.5% | -9.2% | +14.7% | +5.5% |
| 1Y | +38.3% | -15.0% | +53.3% | +39.9% |
| 3Y | +143.1% | -50.9% | +194.0% | +171.5% |
| 5Y | +135.0% | -0.9% | +135.9% | +102.0% |
| 10Y | +778.1% | +152.4% | +625.6% | +439.4% |
| All | +13,245.4% | +2,466.4% | +10,779.0% | +4,176.1% |
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