+2,069.3%
CMCSA vs NVO
+32,205.3%
-30,136.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.3% |
| 7D | -8.3% | -4.7% | -3.6% | -7.3% |
| 30D | -2.4% | -5.4% | +3.0% | -1.2% |
| 3M | +4.5% | +7.0% | -2.5% | +2.7% |
| 6M | -18.8% | +17.6% | -36.4% | -22.3% |
| YTD | -8.9% | -8.0% | -0.9% | -9.3% |
| 1Y | -18.3% | -13.8% | -4.5% | -17.9% |
| 3Y | -35.0% | -50.3% | +15.3% | -29.0% |
| 5Y | -48.2% | +0.7% | -48.8% | -54.2% |
| 10Y | +4.6% | +155.6% | -151.0% | -30.0% |
| All | +2,069.3% | +32,205.3% | -30,136.0% | +258.3% |
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