-81.0%
PYPL vs NVO
-1.1%
-79.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -5.9% | -7.4% | +1.4% | -4.2% |
| 30D | -9.4% | -5.5% | -3.9% | -8.2% |
| 3M | +31.3% | +4.1% | +27.2% | +30.1% |
| 6M | +19.1% | +19.3% | -0.2% | +14.2% |
| YTD | -7.9% | -9.2% | +1.3% | -5.9% |
| 1Y | -17.9% | -15.0% | -2.9% | -15.3% |
| 3Y | -11.6% | -50.9% | +39.3% | -1.8% |
| 5Y | -81.0% | -0.9% | -80.2% | -84.0% |
| All | -81.0% | -1.1% | -79.9% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling