+277.6%
TSM vs NVO
-1.1%
+278.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.5% |
| 7D | +2.6% | -7.4% | +10.0% | +4.1% |
| 30D | +1.4% | -5.5% | +6.9% | +2.4% |
| 3M | +5.0% | +4.1% | +0.8% | +3.3% |
| 6M | +24.0% | +19.3% | +4.6% | +18.2% |
| YTD | +41.6% | -9.2% | +50.8% | +41.1% |
| 1Y | +66.2% | -15.0% | +81.2% | +67.7% |
| 3Y | +398.2% | -50.9% | +449.1% | +460.1% |
| 5Y | +277.6% | -0.9% | +278.5% | +237.5% |
| All | +277.6% | -1.1% | +278.7% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling