+103.2%
INTC vs NVO
-4.3%
+107.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | +7.5% | -7.6% | +15.0% | +8.9% |
| 30D | +2.0% | -6.0% | +7.9% | +2.9% |
| 3M | -12.0% | -0.8% | -11.2% | -12.9% |
| 6M | +114.5% | +16.5% | +98.1% | +105.6% |
| YTD | +179.0% | -11.1% | +190.1% | +176.1% |
| 1Y | +318.3% | -16.7% | +335.0% | +319.8% |
| 3Y | +171.2% | -52.9% | +224.1% | +198.2% |
| All | +103.2% | -4.3% | +107.5% | +90.2% |
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