-16.7%
NVO vs BP
+40.7%
-57.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | +5.2% | -12.8% | -7.3% |
| 30D | -6.0% | +8.7% | -14.7% | -5.6% |
| 3M | -0.8% | +9.3% | -10.1% | -0.7% |
| 6M | +16.5% | +13.6% | +2.9% | +15.8% |
| YTD | -11.1% | +37.7% | -48.8% | -12.5% |
| 1Y | -16.7% | +40.6% | -57.4% | -17.3% |
| All | -16.7% | +40.7% | -57.4% | -17.3% |
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