+32,286.5%
NVO vs GSK
+1,660.2%
+30,626.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.7% | -3.6% | -1.1% | -3.6% |
| 30D | -5.4% | -5.9% | +0.5% | -3.6% |
| 3M | +7.0% | -4.3% | +11.2% | +8.4% |
| 6M | +17.6% | -10.8% | +28.4% | +21.6% |
| YTD | -8.0% | +1.8% | -9.8% | -9.2% |
| 1Y | -13.8% | +23.5% | -37.3% | -20.1% |
| 3Y | -50.3% | +49.5% | -99.8% | -56.8% |
| 5Y | +0.7% | +49.7% | -49.0% | -13.2% |
| 10Y | +155.6% | +81.9% | +73.7% | +107.4% |
| All | +32,286.5% | +1,660.2% | +30,626.2% | +16,840.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling