-8.2%
NVO vs SBAC
+2.4%
-10.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.9% | +3.6% |
| 7D | +10.2% | +5.8% | +4.4% | +8.8% |
| 30D | +12.4% | +20.8% | -8.4% | +7.7% |
| 3M | -3.5% | +4.8% | -8.3% | -4.7% |
| 6M | -3.8% | -9.1% | +5.4% | -2.4% |
| YTD | -13.0% | +3.1% | -16.0% | -12.2% |
| 1Y | -8.2% | +2.2% | -10.4% | -6.8% |
| All | -8.2% | +2.4% | -10.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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