-47.2%
CMCSA vs NVO
-4.3%
-43.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.3% |
| 7D | -4.9% | -7.6% | +2.7% | -4.3% |
| 30D | -1.1% | -6.0% | +4.9% | -0.6% |
| 3M | +6.6% | -0.8% | +7.3% | +6.6% |
| 6M | -15.5% | +16.5% | -31.9% | -16.5% |
| YTD | -6.7% | -11.1% | +4.4% | -6.4% |
| 1Y | -15.6% | -16.7% | +1.1% | -15.1% |
| 3Y | -33.7% | -52.9% | +19.2% | -32.2% |
| All | -47.2% | -4.3% | -43.0% | -54.4% |
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 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