+1,216.4%
NVO vs TMUS
+359.4%
+857.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -3.2% | +3.1% | -6.4% | -3.7% |
| 3M | +11.5% | +2.4% | +9.1% | +10.8% |
| 6M | +22.9% | -17.1% | +40.0% | +26.2% |
| YTD | -6.8% | -9.1% | +2.3% | -6.1% |
| 1Y | -12.6% | -23.6% | +11.0% | -9.4% |
| 3Y | -49.6% | +38.8% | -88.4% | -53.4% |
| 5Y | +0.6% | +43.0% | -42.4% | -8.2% |
| 10Y | +148.3% | +309.1% | -160.8% | +86.6% |
| All | +1,216.4% | +359.4% | +857.0% | +710.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling