-51.9%
NVO vs SAN
+342.3%
-394.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.4% | -2.8% | -4.6% | -6.5% |
| 30D | -5.5% | -0.5% | -5.0% | -5.4% |
| 3M | +4.1% | +22.7% | -18.6% | -3.4% |
| 6M | +19.3% | +28.8% | -9.4% | +8.3% |
| YTD | -9.2% | +26.3% | -35.4% | -16.7% |
| 1Y | -15.0% | +48.8% | -63.9% | -25.8% |
| All | -51.9% | +342.3% | -394.2% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling