+1,549.9%
LLY vs NVO
+143.1%
+1,406.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.1% |
| 7D | -2.9% | -7.6% | +4.6% | -0.2% |
| 30D | -8.4% | -6.0% | -2.5% | -6.4% |
| 3M | -3.8% | -0.8% | -3.0% | -4.0% |
| 6M | +11.9% | +16.5% | -4.5% | +5.0% |
| YTD | +4.3% | -11.1% | +15.4% | +5.4% |
| 1Y | +48.5% | -16.7% | +65.2% | +52.8% |
| 3Y | +91.2% | -52.9% | +144.2% | +140.1% |
| 5Y | +387.5% | -3.0% | +390.4% | +334.4% |
| All | +1,549.9% | +143.1% | +1,406.8% | +951.6% |
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 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