+32,722.5%
NVO vs BBWI
+999.2%
+31,723.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.8% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -3.2% | -6.2% | +3.0% | -2.8% |
| 3M | +11.5% | +4.3% | +7.2% | +10.6% |
| 6M | +22.9% | -7.2% | +30.1% | +22.8% |
| YTD | -6.8% | -3.0% | -3.8% | -7.3% |
| 1Y | -12.6% | -30.8% | +18.1% | -10.7% |
| 3Y | -49.6% | -43.4% | -6.2% | -48.5% |
| 5Y | +0.6% | -66.7% | +67.3% | +5.9% |
| 10Y | +148.3% | -55.7% | +203.9% | +137.0% |
| All | +32,722.5% | +999.2% | +31,723.4% | +20,092.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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