+74.8%
QCOM vs NVO
-49.3%
+124.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +4.3% | -3.2% | +7.5% | +4.8% |
| 3M | -19.6% | +11.5% | -31.1% | -22.3% |
| 6M | +29.5% | +22.9% | +6.6% | +22.6% |
| YTD | +3.4% | -6.8% | +10.2% | +2.7% |
| 1Y | +10.9% | -12.6% | +23.6% | +11.4% |
| 3Y | +74.8% | -49.6% | +124.4% | +99.7% |
| All | +74.8% | -49.3% | +124.1% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling