+390.2%
LLY vs NVO
-0.6%
+390.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.5% |
| 7D | -3.1% | -4.7% | +1.6% | -1.6% |
| 30D | -8.6% | -5.4% | -3.2% | -7.0% |
| 3M | -1.6% | +7.0% | -8.6% | -4.2% |
| 6M | +11.8% | +17.6% | -5.8% | +5.3% |
| YTD | +5.1% | -8.0% | +13.2% | +5.0% |
| 1Y | +50.7% | -13.8% | +64.6% | +53.3% |
| 3Y | +95.7% | -50.3% | +145.9% | +141.2% |
| 5Y | +390.2% | +0.7% | +389.5% | +336.8% |
| All | +390.2% | -0.6% | +390.8% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling