+31.3%
NFLX vs NVO
-4.3%
+35.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.2% |
| 7D | -1.1% | -7.6% | +6.5% | +0.1% |
| 30D | +4.3% | -6.0% | +10.3% | +5.3% |
| 3M | -4.8% | -0.8% | -4.0% | -4.6% |
| 6M | -18.4% | +16.5% | -34.9% | -20.4% |
| YTD | -17.4% | -11.1% | -6.3% | -16.7% |
| 1Y | -35.7% | -16.7% | -19.0% | -34.7% |
| 3Y | +73.8% | -52.9% | +126.7% | +89.0% |
| All | +31.3% | -4.3% | +35.6% | +4.1% |
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