+100,756.0%
AMAT vs NVO
+29,124.1%
+71,631.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +0.8% | -15.5% | -14.8% |
| 30D | -36.1% | +5.4% | -41.5% | -37.1% |
| 3M | -36.9% | -11.2% | -25.7% | -35.1% |
| 6M | -22.2% | -10.8% | -11.4% | -21.1% |
| YTD | +29.9% | -16.8% | +46.7% | +32.6% |
| 1Y | +43.3% | -9.0% | +52.3% | +41.8% |
| 3Y | +142.7% | -56.5% | +199.2% | +188.9% |
| 5Y | +126.2% | -20.3% | +146.5% | +116.8% |
| 10Y | +1,211.7% | +196.5% | +1,015.3% | +746.0% |
| All | +100,756.0% | +29,124.1% | +71,631.9% | +14,782.4% |
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