+84.8%
MRK vs NVO
-12.6%
+97.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +1.3% | +2.2% | -0.8% | +1.2% |
| 30D | +17.1% | +6.0% | +11.2% | +16.8% |
| 3M | +25.9% | +7.9% | +18.0% | +25.5% |
| 6M | +26.8% | +27.1% | -0.3% | +26.1% |
| YTD | +44.9% | -3.8% | +48.7% | +41.1% |
| 1Y | +84.8% | -12.8% | +97.7% | +85.7% |
| All | +84.8% | -12.6% | +97.4% | +85.7% |
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