-2.1%
AMD vs NVO
-12.6%
+10.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +0.8% | -11.8% | -10.4% |
| 30D | -30.5% | +5.4% | -35.8% | -28.1% |
| 3M | -8.2% | -11.2% | +3.0% | -11.8% |
| All | -2.1% | -12.6% | +10.4% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling