+32,722.5%
NVO vs BP
+1,362.4%
+31,360.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -3.2% | +9.1% | -12.4% | -5.1% |
| 3M | +11.5% | +3.9% | +7.6% | +10.2% |
| 6M | +22.9% | +13.6% | +9.3% | +18.7% |
| YTD | -6.8% | +34.0% | -40.8% | -13.4% |
| 1Y | -12.6% | +39.2% | -51.8% | -19.6% |
| 3Y | -49.6% | +36.4% | -86.0% | -54.0% |
| 5Y | +0.6% | +135.8% | -135.2% | -20.5% |
| 10Y | +148.3% | +125.0% | +23.2% | +86.3% |
| All | +32,722.5% | +1,362.4% | +31,360.2% | +18,275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling