+188.3%
AMAT vs NVO
-11.8%
+200.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +6.9% | -4.7% | +11.7% | +7.7% |
| 30D | -10.1% | -5.4% | -4.7% | -9.4% |
| 3M | -6.0% | +7.0% | -12.9% | -9.2% |
| 6M | +38.6% | +17.6% | +21.0% | +29.2% |
| YTD | +83.1% | -8.0% | +91.1% | +77.3% |
| 1Y | +188.3% | -13.8% | +202.2% | +200.9% |
| All | +188.3% | -11.8% | +200.2% | +200.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling