+136.0%
NVO vs BHP
+496.8%
-360.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -3.6% | -4.0% | -7.0% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | -0.8% | +1.2% | -2.0% | -1.3% |
| 6M | +16.5% | +21.4% | -5.0% | +11.4% |
| YTD | -11.1% | +50.4% | -61.5% | -19.0% |
| 1Y | -16.7% | +67.5% | -84.2% | -25.8% |
| 3Y | -52.9% | +72.8% | -125.7% | -58.7% |
| 5Y | -3.0% | +112.6% | -115.6% | -19.4% |
| All | +136.0% | +496.8% | -360.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling