-12.8%
NVO vs REGN
+46.5%
-59.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +2.2% | +4.2% | -2.1% | +0.9% |
| 30D | +6.0% | +7.8% | -1.8% | +3.8% |
| 3M | +7.9% | +31.8% | -23.9% | -0.6% |
| 6M | +27.1% | +5.4% | +21.7% | +23.6% |
| YTD | -3.8% | +7.7% | -11.5% | -7.1% |
| 1Y | -12.8% | +46.7% | -59.5% | -23.3% |
| All | -12.8% | +46.5% | -59.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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