+116.4%
HPE vs NVO
-7.7%
+124.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.6% | -5.3% |
| 7D | -17.0% | +10.2% | -27.1% | -16.4% |
| 30D | -26.7% | +12.4% | -39.1% | -26.2% |
| 3M | -4.1% | -3.5% | -0.6% | -4.0% |
| 6M | +75.4% | -3.8% | +79.2% | +74.2% |
| YTD | +111.0% | -13.0% | +124.0% | +109.0% |
| 1Y | +116.4% | -8.2% | +124.7% | +114.7% |
| All | +116.4% | -7.7% | +124.1% | +114.7% |
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 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