-8.2%
NVO vs HCA
+11.2%
-19.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.3% | -5.4% | +4.4% |
| 7D | +10.2% | +10.2% | -0.1% | +9.5% |
| 30D | +12.4% | +17.4% | -5.1% | +11.8% |
| 3M | -3.5% | +27.7% | -31.2% | -3.9% |
| 6M | -3.8% | +20.0% | -23.8% | -6.8% |
| YTD | -13.0% | +10.0% | -22.9% | -18.0% |
| 1Y | -8.2% | +9.0% | -17.2% | -14.7% |
| All | -8.2% | +11.2% | -19.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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