+8.5%
NVO vs BTDR
+15.3%
-6.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | -7.4% | -3.2% | -4.2% | -7.3% |
| 30D | -5.5% | +32.7% | -38.2% | -6.3% |
| 3M | +4.1% | -28.4% | +32.5% | +4.7% |
| 6M | +19.3% | +51.7% | -32.4% | +16.8% |
| YTD | -9.2% | +2.9% | -12.0% | -10.2% |
| 1Y | -15.0% | -15.5% | +0.5% | -15.8% |
| 3Y | -50.9% | 0.0% | -50.9% | -51.7% |
| 5Y | -0.9% | +16.5% | -17.3% | -4.7% |
| All | +8.5% | +15.3% | -6.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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