+113.9%
SOXX vs NVO
-12.6%
+126.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.7% |
| 7D | +2.2% | +2.2% | 0.0% | +1.9% |
| 30D | -2.0% | +6.0% | -8.0% | -2.8% |
| 3M | -13.7% | +7.9% | -21.6% | -15.8% |
| 6M | +52.4% | +27.1% | +25.3% | +42.8% |
| YTD | +72.8% | -3.8% | +76.7% | +66.7% |
| 1Y | +113.9% | -12.8% | +126.8% | +121.4% |
| All | +113.9% | -12.6% | +126.5% | +121.4% |
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