+31,886.7%
NVO vs BAX
+836.5%
+31,050.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -7.4% | -5.4% | -1.9% | -6.3% |
| 30D | -5.5% | -12.4% | +6.9% | -3.0% |
| 3M | +4.1% | +19.1% | -15.0% | +0.4% |
| 6M | +19.3% | +38.6% | -19.3% | +11.4% |
| YTD | -9.2% | +26.7% | -35.9% | -14.4% |
| 1Y | -15.0% | +1.0% | -16.0% | -16.4% |
| 3Y | -50.9% | -33.9% | -17.0% | -48.6% |
| 5Y | -0.9% | -67.0% | +66.2% | +17.3% |
| 10Y | +152.4% | -37.5% | +189.9% | +162.5% |
| All | +31,886.7% | +836.5% | +31,050.2% | +21,660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling