+137,736.4%
AMAT vs NVO
+33,684.3%
+104,052.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.9% |
| 7D | -1.5% | +2.2% | -3.7% | -2.2% |
| 30D | -14.8% | +6.0% | -20.8% | -16.4% |
| 3M | -9.3% | +7.9% | -17.1% | -12.4% |
| 6M | +27.4% | +27.1% | +0.3% | +16.7% |
| YTD | +77.6% | -3.8% | +81.4% | +74.6% |
| 1Y | +188.9% | -12.8% | +201.8% | +191.7% |
| 3Y | +202.3% | -46.3% | +248.6% | +238.9% |
| 5Y | +248.9% | +3.6% | +245.3% | +210.3% |
| 10Y | +1,585.2% | +157.0% | +1,428.2% | +1,030.4% |
| All | +137,736.4% | +33,684.3% | +104,052.2% | +19,493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling