-8.2%
NVO vs GSK
+14.9%
-23.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | -0.1% | +3.4% |
| 7D | +10.2% | +4.9% | +5.2% | +8.5% |
| 30D | +12.4% | +9.9% | +2.5% | +9.3% |
| 3M | -3.5% | +0.2% | -3.7% | -3.8% |
| 6M | -3.8% | +2.3% | -6.1% | -4.2% |
| YTD | -13.0% | +7.1% | -20.0% | -16.3% |
| 1Y | -8.2% | +13.1% | -21.3% | -15.3% |
| All | -8.2% | +14.9% | -23.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling