+11.3%
SBUX vs NVO
-51.9%
+63.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.2% |
| 7D | -5.5% | -7.6% | +2.1% | -4.5% |
| 30D | -8.5% | -6.0% | -2.5% | -7.8% |
| 3M | -2.9% | -0.8% | -2.1% | -3.1% |
| 6M | -1.5% | +16.5% | -18.0% | -4.1% |
| YTD | +19.4% | -11.1% | +30.5% | +19.4% |
| 1Y | +22.9% | -16.7% | +39.7% | +23.8% |
| 3Y | +11.3% | -52.9% | +64.2% | +20.5% |
| All | +11.3% | -51.9% | +63.2% | +20.5% |
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