+46.5%
PYPL vs NVO
+114.9%
-68.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.3% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | -9.7% | -3.2% | -6.5% | -8.8% |
| 3M | +29.2% | +11.5% | +17.7% | +24.7% |
| 6M | +13.9% | +22.9% | -9.0% | +6.2% |
| YTD | -8.1% | -6.8% | -1.3% | -7.0% |
| 1Y | -21.4% | -12.6% | -8.7% | -19.3% |
| 3Y | -11.8% | -49.6% | +37.8% | +1.7% |
| 5Y | -81.1% | +0.6% | -81.7% | -84.4% |
| 10Y | +36.9% | +148.3% | -111.3% | -21.2% |
| All | +46.5% | +114.9% | -68.4% | -12.8% |
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