-54.9%
NVO vs BUD
+49.6%
-104.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +3.3% | +1.0% | +2.3% | +3.0% |
| 30D | +9.2% | +6.7% | +2.5% | +7.7% |
| 3M | -9.8% | +5.7% | -15.5% | -10.9% |
| 6M | -10.4% | +5.8% | -16.3% | -11.8% |
| YTD | -14.1% | +34.4% | -48.5% | -20.3% |
| 1Y | -11.1% | +33.3% | -44.4% | -17.4% |
| 3Y | -54.9% | +48.8% | -103.8% | -58.7% |
| All | -54.9% | +49.6% | -104.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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