+1,237.1%
SMH vs NVO
+4,224.6%
-2,987.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +1.4% | -7.4% | +8.8% | +3.5% |
| 30D | -2.2% | -5.5% | +3.3% | -0.8% |
| 3M | -1.9% | +4.1% | -6.0% | -4.0% |
| 6M | +41.0% | +19.3% | +21.7% | +32.2% |
| YTD | +55.6% | -9.2% | +64.8% | +55.5% |
| 1Y | +86.8% | -15.0% | +101.8% | +89.4% |
| 3Y | +277.7% | -50.9% | +328.5% | +331.4% |
| 5Y | +324.2% | -0.9% | +325.0% | +279.9% |
| 10Y | +1,828.6% | +152.4% | +1,676.1% | +1,185.9% |
| All | +1,237.1% | +4,224.6% | -2,987.4% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling