+143.8%
IBM vs NVO
+143.1%
+0.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.3% |
| 7D | +3.6% | -7.6% | +11.2% | +4.9% |
| 30D | +3.1% | -6.0% | +9.1% | +4.1% |
| 3M | -10.8% | -0.8% | -10.1% | -10.9% |
| 6M | -0.8% | +16.5% | -17.3% | -3.8% |
| YTD | -16.2% | -11.1% | -5.1% | -15.1% |
| 1Y | -2.9% | -16.7% | +13.8% | -1.1% |
| 3Y | +79.8% | -52.9% | +132.8% | +93.8% |
| 5Y | +124.9% | -3.0% | +127.9% | +101.4% |
| All | +143.8% | +143.1% | +0.7% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling