-11.1%
NVO vs UAL
+10.5%
-21.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.7% |
| 7D | +3.3% | -3.0% | +6.3% | +3.8% |
| 30D | +9.2% | +10.5% | -1.3% | +7.3% |
| 3M | -9.8% | -13.5% | +3.7% | -7.7% |
| 6M | -10.4% | +14.2% | -24.7% | -14.0% |
| YTD | -14.1% | -2.2% | -11.9% | -16.1% |
| 1Y | -11.1% | +12.5% | -23.6% | -14.2% |
| All | -11.1% | +10.5% | -21.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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