+17,561.1%
LLY vs NVO
+33,684.3%
-16,123.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | -1.6% | +6.0% | -7.6% | -3.0% |
| 3M | +2.3% | +7.9% | -5.6% | +0.1% |
| 6M | +14.9% | +27.1% | -12.2% | +7.9% |
| YTD | +7.5% | -3.8% | +11.3% | +6.4% |
| 1Y | +55.7% | -12.8% | +68.5% | +57.3% |
| 3Y | +110.6% | -46.3% | +156.9% | +135.1% |
| 5Y | +363.4% | +3.6% | +359.8% | +342.1% |
| 10Y | +1,649.0% | +157.0% | +1,491.9% | +1,271.2% |
| All | +17,561.1% | +33,684.3% | -16,123.1% | +5,939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling