+2,383.6%
IBM vs NVO
+32,640.3%
-30,256.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -1.5% | -3.2% | +1.7% | -0.9% |
| 3M | -16.8% | +11.5% | -28.3% | -18.6% |
| 6M | -9.0% | +22.9% | -31.9% | -12.9% |
| YTD | -20.1% | -6.8% | -13.2% | -19.7% |
| 1Y | -7.0% | -12.6% | +5.6% | -5.9% |
| 3Y | +72.4% | -49.6% | +122.0% | +86.3% |
| 5Y | +112.0% | +0.6% | +111.4% | +95.9% |
| 10Y | +131.6% | +148.3% | -16.7% | +75.5% |
| All | +2,383.6% | +32,640.3% | -30,256.6% | +580.2% |
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