+57.3%
LLY vs NVO
-7.7%
+65.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.3% | -0.2% |
| 7D | +10.1% | +10.2% | -0.1% | +8.3% |
| 30D | +24.0% | +12.4% | +11.7% | +21.7% |
| 3M | +27.3% | -3.5% | +30.8% | +27.7% |
| 6M | +47.0% | -3.8% | +50.7% | +47.4% |
| YTD | +32.6% | -13.0% | +45.5% | +33.8% |
| 1Y | +57.3% | -8.2% | +65.6% | +57.1% |
| All | +57.3% | -7.7% | +65.0% | +57.1% |
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