+242.6%
QCOM vs NVO
+220.4%
+22.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.3% |
| 7D | +4.3% | +3.3% | +1.0% | +3.3% |
| 30D | -0.1% | +9.2% | -9.3% | -2.4% |
| 3M | +5.2% | -9.8% | +15.0% | +7.6% |
| 6M | -18.4% | -10.4% | -7.9% | -17.0% |
| YTD | +2.4% | -14.1% | +16.5% | +3.7% |
| 1Y | +0.9% | -11.1% | +12.0% | +0.8% |
| 3Y | +48.4% | -54.9% | +103.3% | +73.4% |
| 5Y | +16.6% | -17.4% | +34.0% | +2.5% |
| All | +242.6% | +220.4% | +22.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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