+1,150.1%
NVO vs LULU
+691.8%
+458.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -7.6% | -1.6% | -5.9% | -7.4% |
| 30D | -6.0% | -18.1% | +12.1% | -3.6% |
| 3M | -0.8% | -18.8% | +18.0% | +1.7% |
| 6M | +16.5% | -39.2% | +55.7% | +23.8% |
| YTD | -11.1% | -52.4% | +41.3% | -2.2% |
| 1Y | -16.7% | -40.3% | +23.6% | -11.3% |
| 3Y | -52.9% | -75.1% | +22.2% | -44.9% |
| 5Y | -3.0% | -76.7% | +73.8% | +12.5% |
| 10Y | +147.1% | +52.7% | +94.3% | +120.5% |
| All | +1,150.1% | +691.8% | +458.3% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling