+2,403.3%
NVO vs BIDU
+1,294.4%
+1,108.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | -5.4% | -16.0% | +10.5% | -3.6% |
| 3M | +7.0% | -24.0% | +31.0% | +10.2% |
| 6M | +17.6% | -24.9% | +42.5% | +21.1% |
| YTD | -8.0% | -29.6% | +21.5% | -4.7% |
| 1Y | -13.8% | -15.2% | +1.3% | -13.1% |
| 3Y | -50.3% | -32.2% | -18.1% | -49.4% |
| 5Y | +0.7% | -43.8% | +44.4% | +0.7% |
| 10Y | +155.6% | -49.5% | +205.1% | +147.1% |
| All | +2,403.3% | +1,294.4% | +1,108.9% | +1,628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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