+31,203.5%
NVO vs BDX
+5,179.2%
+26,024.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -7.6% | -3.2% | -4.4% | -6.9% |
| 30D | -6.0% | -2.5% | -3.4% | -5.4% |
| 3M | -0.8% | +21.4% | -22.2% | -5.1% |
| 6M | +16.5% | +10.4% | +6.0% | +13.6% |
| YTD | -11.1% | +18.8% | -30.0% | -14.9% |
| 1Y | -16.7% | +21.7% | -38.4% | -20.6% |
| 3Y | -52.9% | -10.0% | -43.0% | -52.5% |
| 5Y | -3.0% | -1.8% | -1.2% | -4.4% |
| 10Y | +147.1% | +58.8% | +88.3% | +118.1% |
| All | +31,203.5% | +5,179.2% | +26,024.3% | +16,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling