+336.5%
ORCL vs NVO
+148.4%
+188.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -5.1% |
| 7D | -0.7% | -7.4% | +6.7% | +1.1% |
| 30D | +5.1% | -5.5% | +10.6% | +6.5% |
| 3M | -23.7% | +4.1% | -27.9% | -25.2% |
| 6M | +3.1% | +19.3% | -16.3% | -2.5% |
| YTD | -20.8% | -9.2% | -11.6% | -20.1% |
| 1Y | -52.9% | -15.0% | -37.9% | -51.9% |
| 3Y | +25.4% | -50.9% | +76.3% | +41.0% |
| 5Y | +82.4% | -0.9% | +83.3% | +62.4% |
| All | +336.5% | +148.4% | +188.1% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling