+15.0%
QCOM vs NVO
-15.7%
+30.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.3% |
| 7D | +7.8% | -7.6% | +15.4% | +9.5% |
| 30D | +12.2% | -6.0% | +18.2% | +13.4% |
| 3M | -9.9% | -0.8% | -9.1% | -11.1% |
| 6M | +36.9% | +16.5% | +20.5% | +29.4% |
| YTD | +8.0% | -11.1% | +19.2% | +6.4% |
| 1Y | +15.0% | -16.7% | +31.7% | +18.0% |
| All | +15.0% | -15.7% | +30.7% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling