+131,319.0%
MSFT vs NVO
+32,205.3%
+99,113.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | -2.7% | -5.4% | +2.8% | -1.5% |
| 3M | +22.1% | +7.0% | +15.1% | +19.7% |
| 6M | +20.6% | +17.6% | +3.0% | +15.4% |
| YTD | +2.3% | -8.0% | +10.4% | +2.6% |
| 1Y | -0.5% | -13.8% | +13.3% | +0.6% |
| 3Y | +50.5% | -50.3% | +100.8% | +66.1% |
| 5Y | +72.3% | +0.7% | +71.7% | +56.5% |
| 10Y | +885.0% | +155.6% | +729.4% | +610.3% |
| All | +131,319.0% | +32,205.3% | +99,113.7% | +35,749.5% |
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