+136.0%
NVO vs LULU
+53.6%
+82.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.5% |
| 7D | -7.6% | -1.6% | -5.9% | -7.4% |
| 30D | -6.0% | -18.1% | +12.1% | -3.1% |
| 3M | -0.8% | -18.8% | +18.0% | +2.3% |
| 6M | +16.5% | -39.2% | +55.7% | +25.5% |
| YTD | -11.1% | -52.4% | +41.3% | -0.2% |
| 1Y | -16.7% | -40.3% | +23.6% | -10.0% |
| 3Y | -52.9% | -75.1% | +22.2% | -43.5% |
| 5Y | -3.0% | -76.7% | +73.8% | +14.8% |
| All | +136.0% | +53.6% | +82.4% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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