-8.2%
NVO vs SAP
-5.6%
-2.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.7% | +3.6% |
| 7D | +10.2% | +1.3% | +8.8% | +9.7% |
| 30D | +12.4% | +15.5% | -3.2% | +7.4% |
| 3M | -3.5% | +22.8% | -26.3% | -9.7% |
| 6M | -3.8% | +42.5% | -46.2% | -15.4% |
| YTD | -13.0% | +0.5% | -13.5% | -10.8% |
| 1Y | -8.2% | -5.9% | -2.3% | +0.9% |
| All | -8.2% | -5.6% | -2.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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