-8.2%
NVO vs BP
+35.3%
-43.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.1% | +4.6% |
| 7D | +10.2% | -8.4% | +18.6% | +9.5% |
| 30D | +12.4% | +2.2% | +10.1% | +12.4% |
| 3M | -3.5% | +8.8% | -12.3% | -3.1% |
| 6M | -3.8% | -0.5% | -3.3% | -4.0% |
| YTD | -13.0% | +36.2% | -49.2% | -14.2% |
| 1Y | -8.2% | +36.6% | -44.8% | -8.1% |
| All | -8.2% | +35.3% | -43.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling