+1,370.8%
AMAT vs NVO
+204.0%
+1,166.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.1% |
| 7D | -2.5% | +1.3% | -3.7% | -2.7% |
| 30D | -26.5% | +5.3% | -31.9% | -27.7% |
| 3M | -28.6% | -13.6% | -14.9% | -25.6% |
| 6M | -14.2% | -10.5% | -3.7% | -13.0% |
| YTD | +45.5% | -16.0% | +61.5% | +47.9% |
| 1Y | +59.3% | -7.0% | +66.3% | +55.3% |
| 3Y | +153.1% | -56.1% | +209.2% | +210.4% |
| 5Y | +158.2% | -19.0% | +177.2% | +122.7% |
| 10Y | +1,370.8% | +203.7% | +1,167.1% | +648.2% |
| All | +1,370.8% | +204.0% | +1,166.8% | +648.2% |
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