-2.9%
IBM vs NVO
-15.7%
+12.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.5% |
| 7D | +3.6% | -7.6% | +11.2% | +5.6% |
| 30D | +3.1% | -6.0% | +9.1% | +4.6% |
| 3M | -10.8% | -0.8% | -10.1% | -11.1% |
| 6M | -0.8% | +16.5% | -17.3% | -6.2% |
| YTD | -16.2% | -11.1% | -5.1% | -13.4% |
| 1Y | -2.9% | -16.7% | +13.8% | +1.3% |
| All | -2.9% | -15.7% | +12.8% | +1.3% |
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 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