+136.0%
NVO vs MCK
+442.8%
-306.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -7.6% | -2.9% | -4.7% | -7.0% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | -0.8% | +12.1% | -12.9% | -3.3% |
| 6M | +16.5% | -5.4% | +21.9% | +17.6% |
| YTD | -11.1% | +7.8% | -18.9% | -13.6% |
| 1Y | -16.7% | +22.9% | -39.7% | -21.9% |
| 3Y | -52.9% | +110.7% | -163.6% | -62.7% |
| 5Y | -3.0% | +346.2% | -349.1% | -38.7% |
| All | +136.0% | +442.8% | -306.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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