+33.3%
ORCL vs NVO
-49.3%
+82.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.0% |
| 7D | +15.0% | +0.1% | +14.9% | +14.9% |
| 30D | +10.5% | -3.2% | +13.8% | +11.2% |
| 3M | -23.0% | +11.5% | -34.5% | -25.6% |
| 6M | +7.0% | +22.9% | -15.9% | +1.1% |
| YTD | -15.8% | -6.8% | -9.0% | -15.7% |
| 1Y | -31.1% | -12.6% | -18.4% | -30.3% |
| 3Y | +33.3% | -49.6% | +82.9% | +43.6% |
| All | +33.3% | -49.3% | +82.6% | +43.6% |
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 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