-74.7%
NKE vs NVO
-4.3%
-70.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -4.2% | -7.6% | +3.4% | -2.7% |
| 30D | -8.2% | -6.0% | -2.2% | -7.1% |
| 3M | -19.1% | -0.8% | -18.3% | -19.1% |
| 6M | -32.6% | +16.5% | -49.1% | -34.8% |
| YTD | -40.7% | -11.1% | -29.6% | -40.2% |
| 1Y | -48.9% | -16.7% | -32.1% | -47.9% |
| 3Y | -59.2% | -52.9% | -6.3% | -55.9% |
| All | -74.7% | -4.3% | -70.5% | -80.3% |
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 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