-3.1%
NVO vs BKR
+172.8%
-175.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | -7.6% | -7.0% | -0.6% | -7.0% |
| 30D | -6.0% | -8.1% | +2.2% | -5.3% |
| 3M | -0.8% | -6.6% | +5.8% | -0.2% |
| 6M | +16.5% | +0.9% | +15.6% | +16.0% |
| YTD | -11.1% | +31.1% | -42.2% | -14.2% |
| 1Y | -16.7% | +27.7% | -44.4% | -19.4% |
| 3Y | -52.9% | +71.2% | -124.1% | -55.6% |
| All | -3.1% | +172.8% | -175.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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