+19.7%
TMO vs NVO
-9.9%
+29.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.3% | -3.3% |
| 7D | -4.5% | +3.0% | -7.5% | -5.0% |
| 30D | +3.1% | +7.4% | -4.3% | +1.8% |
| 3M | +17.2% | -8.3% | +25.6% | +18.8% |
| 6M | +45.3% | -9.0% | +54.3% | +47.0% |
| YTD | +17.1% | -16.8% | +34.0% | +17.5% |
| 1Y | +19.7% | -12.7% | +32.4% | +18.7% |
| All | +19.7% | -9.9% | +29.6% | +18.7% |
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 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