+48.5%
LLY vs NVO
-15.7%
+64.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | -2.9% | -7.6% | +4.6% | -1.6% |
| 30D | -8.4% | -6.0% | -2.5% | -7.4% |
| 3M | -3.8% | -0.8% | -3.0% | -3.6% |
| 6M | +11.9% | +16.5% | -4.5% | +9.8% |
| YTD | +4.3% | -11.1% | +15.4% | +4.8% |
| 1Y | +48.5% | -16.7% | +65.2% | +55.4% |
| All | +48.5% | -15.7% | +64.1% | +55.4% |
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