+268.9%
AMAT vs NVO
+0.7%
+268.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.7% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -12.2% | -3.2% | -9.0% | -11.7% |
| 3M | -3.8% | +11.5% | -15.3% | -7.5% |
| 6M | +45.9% | +22.9% | +23.0% | +36.1% |
| YTD | +84.6% | -6.8% | +91.4% | +82.8% |
| 1Y | +193.4% | -12.6% | +206.0% | +195.0% |
| 3Y | +228.1% | -49.6% | +277.7% | +272.8% |
| 5Y | +268.9% | +0.6% | +268.4% | +199.9% |
| All | +268.9% | +0.7% | +268.3% | +199.9% |
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 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