+201.5%
AMD vs NVO
-21.1%
+222.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +0.8% | -11.8% | -11.0% |
| 30D | -30.5% | +5.4% | -35.8% | -31.3% |
| 3M | -8.2% | -11.2% | +3.0% | -6.1% |
| 6M | +6.6% | -10.8% | +17.3% | +7.7% |
| YTD | +109.7% | -16.8% | +126.5% | +112.9% |
| 1Y | +88.9% | -9.0% | +97.9% | +86.6% |
| 3Y | +301.8% | -56.5% | +358.3% | +363.6% |
| All | +201.5% | -21.1% | +222.6% | +126.7% |
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