+717.5%
HPE vs NVO
+106.6%
+610.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.4% |
| 7D | +13.6% | -4.7% | +18.4% | +14.6% |
| 30D | +7.7% | -5.4% | +13.2% | +8.7% |
| 3M | +22.4% | +7.0% | +15.4% | +19.7% |
| 6M | +172.6% | +17.6% | +155.0% | +160.1% |
| YTD | +147.5% | -8.0% | +155.6% | +146.1% |
| 1Y | +151.8% | -13.8% | +165.6% | +152.9% |
| 3Y | +267.1% | -50.3% | +317.3% | +301.6% |
| 5Y | +362.8% | +0.7% | +362.1% | +305.6% |
| 10Y | +540.2% | +155.6% | +384.6% | +302.6% |
| All | +717.5% | +106.6% | +610.9% | +475.0% |
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