+136.0%
NVO vs GSK
+80.1%
+56.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -3.5% | -4.0% | -6.0% |
| 30D | -6.0% | -3.4% | -2.5% | -4.4% |
| 3M | -0.8% | -8.1% | +7.4% | +3.2% |
| 6M | +16.5% | -11.1% | +27.6% | +22.5% |
| YTD | -11.1% | +0.7% | -11.9% | -12.8% |
| 1Y | -16.7% | +20.1% | -36.9% | -25.4% |
| 3Y | -52.9% | +46.1% | -99.0% | -62.4% |
| 5Y | -3.0% | +48.2% | -51.2% | -24.6% |
| All | +136.0% | +80.1% | +56.0% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling