+51.2%
JNJ vs NVO
-7.7%
+58.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.1% | +3.5% |
| 7D | +1.9% | +10.2% | -8.2% | +1.4% |
| 30D | +9.2% | +12.4% | -3.1% | +8.5% |
| 3M | +8.9% | -3.5% | +12.5% | +9.0% |
| 6M | +24.6% | -3.8% | +28.3% | +24.7% |
| YTD | +35.7% | -13.0% | +48.6% | +33.8% |
| 1Y | +51.2% | -8.2% | +59.4% | +47.6% |
| All | +51.2% | -7.7% | +58.9% | +47.6% |
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