-25.4%
NVO vs GEHC
+6.6%
-32.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.3% |
| 7D | +0.1% | -5.2% | +5.3% | +1.5% |
| 30D | -3.2% | -7.0% | +3.7% | -1.4% |
| 3M | +11.5% | +3.3% | +8.2% | +10.4% |
| 6M | +22.9% | -10.0% | +32.9% | +25.4% |
| YTD | -6.8% | -18.5% | +11.7% | -2.8% |
| 1Y | -12.6% | -14.4% | +1.8% | -10.2% |
| 3Y | -49.6% | +3.4% | -53.0% | -50.0% |
| All | -25.4% | +6.6% | -32.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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