-12.8%
NVO vs BTI
+5.0%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | +6.0% | -6.6% | +12.6% | +7.2% |
| 3M | +7.9% | -3.0% | +10.9% | +8.8% |
| 6M | +27.1% | -6.7% | +33.8% | +28.0% |
| YTD | -3.8% | +0.6% | -4.4% | -3.8% |
| 1Y | -12.8% | +5.6% | -18.4% | -13.0% |
| All | -12.8% | +5.0% | -17.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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