-3.1%
NVO vs BDX
-2.2%
-0.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -7.6% | -3.2% | -4.4% | -6.5% |
| 30D | -6.0% | -2.5% | -3.4% | -5.1% |
| 3M | -0.8% | +21.4% | -22.2% | -7.7% |
| 6M | +16.5% | +10.4% | +6.0% | +11.9% |
| YTD | -11.1% | +18.8% | -30.0% | -17.3% |
| 1Y | -16.7% | +21.7% | -38.4% | -23.2% |
| 3Y | -52.9% | -10.0% | -43.0% | -53.1% |
| All | -3.1% | -2.2% | -0.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling