+228.3%
SOXX vs NVO
-2.6%
+230.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | -4.3% | -6.8% | +2.4% | -3.0% |
| 30D | -9.6% | -4.1% | -5.5% | -9.0% |
| 3M | -16.5% | +0.3% | -16.8% | -17.5% |
| 6M | +50.3% | +20.2% | +30.1% | +41.9% |
| YTD | +65.3% | -10.3% | +75.7% | +65.0% |
| 1Y | +95.5% | -16.9% | +112.3% | +98.1% |
| 3Y | +207.2% | -50.9% | +258.1% | +244.4% |
| 5Y | +228.3% | -2.6% | +230.9% | +168.6% |
| All | +228.3% | -2.6% | +230.9% | +168.6% |
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