-51.9%
NVO vs BWA
+68.2%
-120.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -5.5% | -5.5% | 0.0% | -5.0% |
| 3M | +4.1% | -7.6% | +11.7% | +4.9% |
| 6M | +19.3% | +25.0% | -5.6% | +15.3% |
| YTD | -9.2% | +47.0% | -56.1% | -14.7% |
| 1Y | -15.0% | +54.0% | -69.0% | -20.8% |
| All | -51.9% | +68.2% | -120.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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