-3.1%
NVO vs SAN
+385.2%
-388.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.7% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -6.0% | +0.9% | -6.9% | -6.2% |
| 3M | -0.8% | +19.1% | -19.9% | -4.9% |
| 6M | +16.5% | +33.2% | -16.7% | +8.4% |
| YTD | -11.1% | +29.1% | -40.2% | -16.5% |
| 1Y | -16.7% | +50.2% | -67.0% | -24.0% |
| 3Y | -52.9% | +351.0% | -404.0% | -63.8% |
| All | -3.1% | +385.2% | -388.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling