+282.9%
QCOM vs NVO
+143.1%
+139.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.5% |
| 7D | +7.8% | -7.6% | +15.4% | +10.1% |
| 30D | +12.2% | -6.0% | +18.2% | +13.9% |
| 3M | -9.9% | -0.8% | -9.1% | -10.7% |
| 6M | +36.9% | +16.5% | +20.5% | +29.5% |
| YTD | +8.0% | -11.1% | +19.2% | +8.8% |
| 1Y | +15.0% | -16.7% | +31.7% | +17.6% |
| 3Y | +75.8% | -52.9% | +128.7% | +102.6% |
| 5Y | +42.2% | -3.0% | +45.2% | +18.8% |
| All | +282.9% | +143.1% | +139.8% | +108.0% |
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