+147.1%
AMAT vs NVO
-19.0%
+166.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.7% | +10.8% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | -26.9% | +7.1% | -34.0% | -28.0% |
| 3M | -31.2% | -11.3% | -19.9% | -29.6% |
| 6M | -14.7% | -9.0% | -5.7% | -14.2% |
| YTD | +44.7% | -14.6% | +59.3% | +45.8% |
| 1Y | +62.0% | -4.9% | +66.8% | +58.1% |
| 3Y | +165.0% | -54.9% | +219.8% | +208.4% |
| 5Y | +147.1% | -18.7% | +165.8% | +119.6% |
| All | +147.1% | -19.0% | +166.1% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling