-38.2%
NVO vs BIYA
-99.8%
+61.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.4% |
| 30D | -5.5% | -15.9% | +10.4% | -5.4% |
| 3M | +4.1% | -81.2% | +85.4% | +4.4% |
| 6M | +19.3% | -88.2% | +107.6% | +19.6% |
| YTD | -9.2% | -94.1% | +85.0% | -7.9% |
| 1Y | -15.0% | -98.7% | +83.6% | -13.9% |
| All | -38.2% | -99.8% | +61.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling