-0.9%
NVO vs BAH
+1.2%
-2.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -2.1% |
| 7D | -7.4% | +2.4% | -9.8% | -7.8% |
| 30D | -5.5% | -2.9% | -2.6% | -5.1% |
| 3M | +4.1% | -1.3% | +5.5% | +4.0% |
| 6M | +19.3% | -0.9% | +20.2% | +18.7% |
| YTD | -9.2% | -8.2% | -1.0% | -8.5% |
| 1Y | -15.0% | -24.0% | +9.0% | -11.6% |
| 3Y | -50.9% | -28.1% | -22.8% | -49.8% |
| 5Y | -0.9% | +2.5% | -3.4% | -8.5% |
| All | -0.9% | +1.2% | -2.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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