-50.6%
ORCL vs NVO
-15.7%
-35.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -5.4% | -7.6% | +2.2% | -3.4% |
| 30D | -2.0% | -6.0% | +4.0% | -0.5% |
| 3M | -18.1% | -0.8% | -17.3% | -19.2% |
| 6M | -7.2% | +16.5% | -23.7% | -13.9% |
| YTD | -22.2% | -11.1% | -11.0% | -20.9% |
| 1Y | -50.6% | -16.7% | -33.9% | -47.7% |
| All | -50.6% | -15.7% | -35.0% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling