+7.1%
ORCL vs NVO
-55.4%
+62.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -6.5% | +1.3% | -7.8% | -6.7% |
| 30D | -16.6% | +5.3% | -21.9% | -17.5% |
| 3M | -21.6% | -13.6% | -8.0% | -19.5% |
| 6M | -39.4% | -10.5% | -28.8% | -38.6% |
| YTD | -38.7% | -16.0% | -22.6% | -37.4% |
| 1Y | -50.4% | -7.0% | -43.4% | -50.3% |
| All | +7.1% | -55.4% | +62.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling