-52.9%
NVO vs BTI
+109.4%
-162.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -6.0% | -1.1% | -4.9% | -5.9% |
| 3M | -0.8% | -8.8% | +8.0% | +0.2% |
| 6M | +16.5% | -4.0% | +20.4% | +17.0% |
| YTD | -11.1% | +0.4% | -11.5% | -11.1% |
| 1Y | -16.7% | +1.9% | -18.6% | -16.7% |
| 3Y | -52.9% | +108.5% | -161.4% | -56.2% |
| All | -52.9% | +109.4% | -162.3% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling