+20.6%
NXPI vs NVO
-4.3%
+24.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.9% |
| 7D | +3.9% | -7.6% | +11.4% | +5.5% |
| 30D | +1.4% | -6.0% | +7.3% | +2.6% |
| 3M | -21.5% | -0.8% | -20.8% | -21.9% |
| 6M | +19.4% | +16.5% | +2.9% | +14.4% |
| YTD | +9.9% | -11.1% | +21.1% | +10.6% |
| 1Y | +7.9% | -16.7% | +24.6% | +9.9% |
| 3Y | +22.7% | -52.9% | +75.6% | +38.1% |
| All | +20.6% | -4.3% | +24.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 5y: compounded portfolio wealth divided by compounded NVO 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…
5y analysis · Full analysis span regression · 6 months rolling