+1,321.9%
AMAT vs NVO
+220.4%
+1,101.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.2% | -3.5% |
| 7D | +11.4% | +3.3% | +8.1% | +10.3% |
| 30D | -17.0% | +9.2% | -26.3% | -19.4% |
| 3M | -30.6% | -9.8% | -20.9% | -28.8% |
| 6M | -14.9% | -10.4% | -4.5% | -13.7% |
| YTD | +44.7% | -14.1% | +58.8% | +46.0% |
| 1Y | +66.9% | -11.1% | +78.0% | +65.8% |
| 3Y | +153.3% | -54.9% | +208.2% | +207.9% |
| 5Y | +146.2% | -17.4% | +163.7% | +111.2% |
| All | +1,321.9% | +220.4% | +1,101.5% | +608.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling