-3.1%
NVO vs SAP
+53.8%
-56.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -4.1% | -3.5% | -6.3% |
| 30D | -6.0% | +1.1% | -7.1% | -6.4% |
| 3M | -0.8% | +26.1% | -26.9% | -8.6% |
| 6M | +16.5% | +9.8% | +6.7% | +11.6% |
| YTD | -11.1% | -13.6% | +2.4% | -7.9% |
| 1Y | -16.7% | -18.7% | +2.0% | -11.9% |
| 3Y | -52.9% | +54.1% | -107.0% | -59.1% |
| All | -3.1% | +53.8% | -56.9% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling