+25.8%
TMO vs NVO
-12.6%
+38.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.4% |
| 7D | -1.4% | +2.2% | -3.5% | -1.8% |
| 30D | +6.2% | +6.0% | +0.2% | +4.9% |
| 3M | +27.5% | +7.9% | +19.6% | +25.2% |
| 6M | +20.0% | +27.1% | -7.1% | +14.2% |
| YTD | +6.1% | -3.8% | +10.0% | +3.8% |
| 1Y | +25.8% | -12.8% | +38.7% | +30.2% |
| All | +25.8% | -12.6% | +38.4% | +30.2% |
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