+0.4%
NVO vs TMUS
+41.5%
-41.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | -4.7% | -5.3% | +0.6% | -4.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | +7.0% | -0.6% | +7.6% | +6.8% |
| 6M | +17.6% | -17.5% | +35.2% | +20.0% |
| YTD | -8.0% | -11.3% | +3.2% | -7.4% |
| 1Y | -13.8% | -25.4% | +11.6% | -10.4% |
| 3Y | -50.3% | +35.5% | -85.8% | -55.6% |
| All | +0.4% | +41.5% | -41.2% | -10.5% |
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