+3,665.8%
MRK vs NVO
+31,806.5%
-28,140.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -5.0% | -7.4% | +2.4% | -3.5% |
| 30D | +11.0% | -5.5% | +16.5% | +12.3% |
| 3M | +22.4% | +4.1% | +18.3% | +21.2% |
| 6M | +25.4% | +19.3% | +6.1% | +20.3% |
| YTD | +39.5% | -9.2% | +48.7% | +39.5% |
| 1Y | +78.0% | -15.0% | +93.0% | +79.9% |
| 3Y | +45.5% | -50.9% | +96.4% | +59.8% |
| 5Y | +130.3% | -0.9% | +131.1% | +111.4% |
| 10Y | +229.8% | +152.4% | +77.4% | +141.7% |
| All | +3,665.8% | +31,806.5% | -28,140.8% | +867.3% |
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