+73.5%
MSFT vs NVO
-1.1%
+74.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.5% | -7.4% | +3.9% | -2.3% |
| 30D | -2.1% | -5.5% | +3.4% | -1.2% |
| 3M | +24.2% | +4.1% | +20.0% | +23.0% |
| 6M | +21.9% | +19.3% | +2.5% | +17.8% |
| YTD | +2.5% | -9.2% | +11.7% | +2.9% |
| 1Y | -0.8% | -15.0% | +14.2% | +0.3% |
| 3Y | +50.8% | -50.9% | +101.6% | +62.2% |
| 5Y | +73.5% | -0.9% | +74.4% | +43.1% |
| All | +73.5% | -1.1% | +74.6% | +43.1% |
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