-31.7%
NKE vs NVO
-7.7%
-24.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.3% | +4.1% |
| 7D | +9.0% | +10.2% | -1.2% | +6.7% |
| 30D | +19.2% | +12.4% | +6.9% | +16.3% |
| 3M | -1.5% | -3.5% | +2.1% | -1.1% |
| 6M | -4.2% | -3.8% | -0.4% | -3.7% |
| YTD | -34.8% | -13.0% | -21.8% | -35.3% |
| 1Y | -31.7% | -8.2% | -23.5% | -33.7% |
| All | -31.7% | -7.7% | -24.0% | -33.7% |
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