+1,111.9%
NVO vs BX
+869.4%
+242.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.6% |
| 7D | -7.6% | -5.6% | -2.0% | -6.5% |
| 30D | -6.0% | -12.2% | +6.3% | -3.5% |
| 3M | -0.8% | +7.4% | -8.2% | -2.5% |
| 6M | +16.5% | +22.2% | -5.7% | +11.3% |
| YTD | -11.1% | -14.0% | +2.9% | -8.7% |
| 1Y | -16.7% | -27.3% | +10.6% | -11.7% |
| 3Y | -52.9% | +24.5% | -77.5% | -55.7% |
| 5Y | -3.0% | +18.9% | -21.8% | -10.6% |
| 10Y | +147.1% | +665.4% | -518.4% | +58.3% |
| All | +1,111.9% | +869.4% | +242.5% | +525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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