-52.9%
NVO vs BAX
-35.4%
-17.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.8% |
| 7D | -7.6% | -7.9% | +0.3% | -6.0% |
| 30D | -6.0% | -11.7% | +5.7% | -3.6% |
| 3M | -0.8% | +16.2% | -17.0% | -3.9% |
| 6M | +16.5% | +32.0% | -15.5% | +9.7% |
| YTD | -11.1% | +24.7% | -35.8% | -16.3% |
| 1Y | -16.7% | -2.6% | -14.1% | -17.7% |
| 3Y | -52.9% | -35.0% | -17.9% | -51.3% |
| All | -52.9% | -35.4% | -17.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling