+6,022.4%
NVO vs BB
+261.2%
+5,761.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -4.7% | +1.8% | -6.6% | -4.8% |
| 30D | -5.4% | -12.2% | +6.8% | -4.8% |
| 3M | +7.0% | -12.3% | +19.3% | +7.3% |
| 6M | +17.6% | +122.7% | -105.1% | +10.9% |
| YTD | -8.0% | +104.5% | -112.5% | -12.8% |
| 1Y | -13.8% | +106.7% | -120.5% | -18.6% |
| 3Y | -50.3% | +70.0% | -120.2% | -53.4% |
| 5Y | +0.7% | -27.8% | +28.4% | -2.2% |
| 10Y | +155.6% | +2.4% | +153.2% | +126.4% |
| All | +6,022.4% | +261.2% | +5,761.2% | +4,735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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