+136.0%
NVO vs TTWO
+406.5%
-270.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -7.6% | +0.4% | -7.9% | -7.6% |
| 30D | -6.0% | -11.3% | +5.4% | -4.0% |
| 3M | -0.8% | +1.6% | -2.4% | -1.2% |
| 6M | +16.5% | +2.1% | +14.4% | +15.6% |
| YTD | -11.1% | -15.8% | +4.7% | -8.8% |
| 1Y | -16.7% | -12.6% | -4.1% | -15.2% |
| 3Y | -52.9% | +48.2% | -101.1% | -56.7% |
| 5Y | -3.0% | +40.0% | -42.9% | -11.8% |
| All | +136.0% | +406.5% | -270.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling