-3.1%
NVO vs TEL
+56.5%
-59.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -3.2% |
| 7D | -7.6% | +1.6% | -9.2% | -8.0% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -0.8% | +2.4% | -3.2% | -2.2% |
| 6M | +16.5% | +4.1% | +12.3% | +13.3% |
| YTD | -11.1% | -5.8% | -5.3% | -10.8% |
| 1Y | -16.7% | +0.9% | -17.6% | -18.2% |
| 3Y | -52.9% | +72.6% | -125.5% | -60.8% |
| All | -3.1% | +56.5% | -59.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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