-0.9%
NVO vs BP
+139.4%
-140.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -7.4% | +5.7% | -13.1% | -7.8% |
| 30D | -5.5% | +8.1% | -13.6% | -6.2% |
| 3M | +4.1% | +8.6% | -4.5% | +3.2% |
| 6M | +19.3% | +18.1% | +1.2% | +16.8% |
| YTD | -9.2% | +37.6% | -46.8% | -12.9% |
| 1Y | -15.0% | +39.4% | -54.4% | -18.7% |
| 3Y | -50.9% | +40.1% | -90.9% | -53.4% |
| 5Y | -0.9% | +141.3% | -142.2% | -12.3% |
| All | -0.9% | +139.4% | -140.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling