+129.9%
MRK vs NVO
-4.3%
+134.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -4.3% | -7.6% | +3.3% | -3.1% |
| 30D | +8.3% | -6.0% | +14.3% | +9.3% |
| 3M | +20.0% | -0.8% | +20.8% | +20.1% |
| 6M | +25.7% | +16.5% | +9.2% | +22.9% |
| YTD | +38.7% | -11.1% | +49.9% | +39.1% |
| 1Y | +74.7% | -16.7% | +91.4% | +76.6% |
| 3Y | +45.4% | -52.9% | +98.3% | +54.4% |
| All | +129.9% | -4.3% | +134.1% | +115.2% |
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