-39.3%
NFLX vs NVO
-7.7%
-31.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.0% | -0.3% | +4.1% |
| 7D | +7.1% | +10.2% | -3.1% | +5.9% |
| 30D | -1.6% | +12.4% | -14.0% | -3.0% |
| 3M | -9.8% | -3.5% | -6.2% | -9.4% |
| 6M | -27.1% | -3.8% | -23.3% | -26.4% |
| YTD | -29.2% | -13.0% | -16.2% | -27.6% |
| 1Y | -39.3% | -8.2% | -31.0% | -37.5% |
| All | -39.3% | -7.7% | -31.6% | -37.5% |
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