+95.7%
QQQ vs NVO
-4.3%
+100.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -0.6% | -7.6% | +7.0% | +0.6% |
| 30D | -1.2% | -6.0% | +4.8% | -0.4% |
| 3M | -0.2% | -0.8% | +0.6% | -0.6% |
| 6M | +17.9% | +16.5% | +1.5% | +14.2% |
| YTD | +16.6% | -11.1% | +27.8% | +16.9% |
| 1Y | +23.0% | -16.7% | +39.7% | +24.3% |
| 3Y | +92.9% | -52.9% | +145.9% | +109.3% |
| All | +95.7% | -4.3% | +100.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling