+1,537.1%
SOXX vs NVO
+143.1%
+1,394.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +1.4% | -7.6% | +9.0% | +3.5% |
| 30D | -3.6% | -6.0% | +2.4% | -2.1% |
| 3M | -10.2% | -0.8% | -9.4% | -11.1% |
| 6M | +54.2% | +16.5% | +37.8% | +44.9% |
| YTD | +75.2% | -11.1% | +86.3% | +75.5% |
| 1Y | +107.5% | -16.7% | +124.2% | +111.1% |
| 3Y | +226.8% | -52.9% | +279.7% | +280.2% |
| 5Y | +251.2% | -3.0% | +254.2% | +192.3% |
| All | +1,537.1% | +143.1% | +1,394.0% | +876.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling