+2,664.3%
TSLA vs NVO
+143.1%
+2,521.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.1% |
| 7D | +3.2% | -7.6% | +10.8% | +5.3% |
| 30D | +11.6% | -6.0% | +17.6% | +13.3% |
| 3M | -8.4% | -0.8% | -7.7% | -9.0% |
| 6M | -10.4% | +16.5% | -26.8% | -14.9% |
| YTD | -18.7% | -11.1% | -7.6% | -18.1% |
| 1Y | -0.9% | -16.7% | +15.8% | +1.3% |
| 3Y | +33.6% | -52.9% | +86.5% | +52.3% |
| 5Y | +48.9% | -3.0% | +51.9% | +24.9% |
| All | +2,664.3% | +143.1% | +2,521.2% | +1,728.0% |
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