+327.2%
SMH vs NVO
-4.3%
+331.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +0.3% | -7.6% | +7.8% | +1.9% |
| 30D | -2.8% | -6.0% | +3.2% | -1.6% |
| 3M | -6.7% | -0.8% | -5.9% | -7.5% |
| 6M | +41.8% | +16.5% | +25.3% | +34.9% |
| YTD | +57.9% | -11.1% | +69.0% | +58.0% |
| 1Y | +87.6% | -16.7% | +104.4% | +90.2% |
| 3Y | +282.9% | -52.9% | +335.9% | +337.1% |
| All | +327.2% | -4.3% | +331.5% | +248.6% |
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