+33,471.1%
ORCL vs NVO
+33,684.3%
-213.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.6% |
| 7D | +5.3% | +2.2% | +3.1% | +4.7% |
| 30D | +10.0% | +6.0% | +4.0% | +8.3% |
| 3M | -32.6% | +7.9% | -40.5% | -34.4% |
| 6M | +4.9% | +27.1% | -22.1% | -2.2% |
| YTD | -17.8% | -3.8% | -13.9% | -18.2% |
| 1Y | -28.0% | -12.8% | -15.1% | -26.9% |
| 3Y | +36.0% | -46.3% | +82.3% | +49.9% |
| 5Y | +88.7% | +3.6% | +85.1% | +71.5% |
| 10Y | +346.9% | +157.0% | +189.9% | +212.6% |
| All | +33,471.1% | +33,684.3% | -213.1% | +5,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling