+2,550.6%
SOXX vs NVO
+3,112.4%
-561.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +1.4% | -7.6% | +9.0% | +3.8% |
| 30D | -3.6% | -6.0% | +2.4% | -2.0% |
| 3M | -10.2% | -0.8% | -9.4% | -11.1% |
| 6M | +54.2% | +16.5% | +37.8% | +44.5% |
| YTD | +75.2% | -11.1% | +86.3% | +75.9% |
| 1Y | +107.5% | -16.7% | +124.2% | +111.6% |
| 3Y | +226.8% | -52.9% | +279.7% | +282.1% |
| 5Y | +251.2% | -3.0% | +254.2% | +209.1% |
| 10Y | +1,567.6% | +147.1% | +1,420.6% | +942.5% |
| All | +2,550.6% | +3,112.4% | -561.9% | +591.7% |
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