-52.9%
NVO vs GSK
+47.2%
-100.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -3.5% | -4.0% | -6.2% |
| 30D | -6.0% | -3.4% | -2.5% | -4.6% |
| 3M | -0.8% | -8.1% | +7.4% | +2.5% |
| 6M | +16.5% | -11.1% | +27.6% | +21.4% |
| YTD | -11.1% | +0.7% | -11.9% | -12.9% |
| 1Y | -16.7% | +20.1% | -36.9% | -25.0% |
| 3Y | -52.9% | +46.1% | -99.0% | -62.7% |
| All | -52.9% | +47.2% | -100.1% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling