-16.7%
NVO vs SAN
+51.4%
-68.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -3.1% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | -6.0% | +0.9% | -6.9% | -6.4% |
| 3M | -0.8% | +19.1% | -19.9% | -8.8% |
| 6M | +16.5% | +33.2% | -16.7% | +0.3% |
| YTD | -11.1% | +29.1% | -40.2% | -21.1% |
| 1Y | -16.7% | +50.2% | -67.0% | -31.4% |
| All | -16.7% | +51.4% | -68.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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