+36.0%
TSM vs NVO
-7.7%
+43.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.5% |
| 7D | -10.0% | +10.2% | -20.1% | -10.4% |
| 30D | -18.5% | +12.4% | -30.9% | -19.1% |
| 3M | -4.9% | -3.5% | -1.4% | -4.7% |
| 6M | -1.0% | -3.8% | +2.8% | -1.7% |
| YTD | +31.3% | -13.0% | +44.2% | +28.7% |
| 1Y | +36.0% | -8.2% | +44.2% | +32.5% |
| All | +36.0% | -7.7% | +43.7% | +32.5% |
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