-51.9%
NVO vs TMUS
+34.7%
-86.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.4% | -5.8% | -1.6% | -7.2% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | +4.1% | -4.0% | +8.1% | +4.1% |
| 6M | +19.3% | -18.1% | +37.5% | +19.6% |
| YTD | -9.2% | -11.3% | +2.2% | -9.3% |
| 1Y | -15.0% | -24.7% | +9.7% | -13.5% |
| All | -51.9% | +34.7% | -86.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 3y: compounded portfolio wealth divided by compounded TMUS 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…
3y analysis · Full analysis span regression · 6 months rolling