+4.5%
QQQM vs NVO
-9.9%
+14.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.9% | -6.0% |
| 7D | -9.4% | +3.0% | -12.4% | -9.5% |
| 30D | -14.7% | +7.4% | -22.1% | -15.0% |
| 3M | -9.6% | -8.3% | -1.2% | -9.0% |
| 6M | -4.7% | -9.0% | +4.3% | -4.6% |
| YTD | +5.9% | -16.8% | +22.7% | +5.4% |
| 1Y | +4.5% | -12.7% | +17.2% | +3.5% |
| All | +4.5% | -9.9% | +14.4% | +3.5% |
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