+328.6%
TMO vs NVO
+143.1%
+185.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -0.6% | -7.6% | +6.9% | +1.4% |
| 30D | +1.1% | -6.0% | +7.1% | +2.7% |
| 3M | +28.3% | -0.8% | +29.1% | +28.1% |
| 6M | +23.3% | +16.5% | +6.8% | +17.9% |
| YTD | +5.5% | -11.1% | +16.6% | +6.5% |
| 1Y | +24.5% | -16.7% | +41.3% | +27.5% |
| 3Y | +19.6% | -52.9% | +72.5% | +34.9% |
| 5Y | +8.1% | -3.0% | +11.1% | -8.7% |
| All | +328.6% | +143.1% | +185.5% | +177.3% |
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