+2,080.1%
LLY vs NVO
+220.4%
+1,859.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.4% |
| 7D | +6.7% | +3.3% | +3.5% | +5.5% |
| 30D | +19.6% | +9.2% | +10.4% | +15.9% |
| 3M | +19.7% | -9.8% | +29.5% | +24.0% |
| 6M | +42.7% | -10.4% | +53.2% | +47.3% |
| YTD | +35.1% | -14.1% | +49.2% | +37.9% |
| 1Y | +42.2% | -11.1% | +53.3% | +42.4% |
| 3Y | +140.8% | -54.9% | +195.7% | +207.7% |
| 5Y | +480.6% | -17.4% | +498.0% | +450.6% |
| All | +2,080.1% | +220.4% | +1,859.7% | +1,130.8% |
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