-17.7%
NVO vs TMUS
+51.5%
-69.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +3.3% | +4.9% | -1.6% | +2.7% |
| 30D | +9.2% | +7.7% | +1.5% | +8.2% |
| 3M | -9.8% | -6.8% | -3.0% | -9.3% |
| 6M | -10.4% | -9.7% | -0.8% | -9.9% |
| YTD | -14.1% | -15.0% | +0.9% | -13.4% |
| 1Y | -11.1% | -19.1% | +8.0% | -9.5% |
| 3Y | -54.9% | +21.4% | -76.4% | -59.0% |
| All | -17.7% | +51.5% | -69.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling