+518.1%
NVO vs BAH
+876.9%
-358.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | -3.2% | -4.5% | +1.2% | -2.4% |
| 3M | +11.5% | -7.6% | +19.1% | +12.7% |
| 6M | +22.9% | -10.6% | +33.5% | +24.6% |
| YTD | -6.8% | -12.6% | +5.8% | -5.3% |
| 1Y | -12.6% | -27.0% | +14.3% | -8.2% |
| 3Y | -49.6% | -31.5% | -18.1% | -47.5% |
| 5Y | +0.6% | -3.8% | +4.4% | -3.7% |
| 10Y | +148.3% | +183.9% | -35.7% | +92.0% |
| All | +518.1% | +876.9% | -358.7% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling