-29.0%
AMAT vs NVO
-10.8%
-18.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.7% | +11.9% |
| 7D | -1.1% | +2.3% | -3.4% | +0.2% |
| 30D | -26.9% | +7.1% | -34.0% | -23.8% |
| All | -29.0% | -10.8% | -18.1% | -33.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling