+398.4%
TSM vs NVO
-50.9%
+449.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.4% |
| 7D | +2.6% | -7.4% | +10.0% | +4.2% |
| 30D | +1.4% | -5.5% | +6.9% | +2.5% |
| 3M | +5.0% | +4.1% | +0.8% | +3.1% |
| 6M | +24.0% | +19.3% | +4.6% | +17.5% |
| YTD | +41.6% | -9.2% | +50.8% | +40.8% |
| 1Y | +66.2% | -15.0% | +81.2% | +67.8% |
| All | +398.4% | -50.9% | +449.3% | +501.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling