+140.1%
GOOGL vs NVO
-4.3%
+144.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | 0.0% | -7.6% | +7.6% | +1.1% |
| 30D | -1.4% | -6.0% | +4.6% | -0.6% |
| 3M | -5.3% | -0.8% | -4.6% | -5.7% |
| 6M | +9.8% | +16.5% | -6.7% | +6.8% |
| YTD | +8.4% | -11.1% | +19.5% | +8.5% |
| 1Y | +41.2% | -16.7% | +57.9% | +42.4% |
| 3Y | +149.6% | -52.9% | +202.5% | +166.5% |
| All | +140.1% | -4.3% | +144.3% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling