-8.2%
NVO vs SCCO
+43.0%
-51.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.0% | +4.9% |
| 7D | +10.2% | -7.9% | +18.1% | +10.4% |
| 30D | +12.4% | -13.0% | +25.4% | +12.9% |
| 3M | -3.5% | -6.9% | +3.3% | -3.3% |
| 6M | -3.8% | +11.0% | -14.7% | -4.8% |
| YTD | -13.0% | +30.3% | -43.2% | -23.9% |
| 1Y | -8.2% | +45.0% | -53.2% | -22.6% |
| All | -8.2% | +43.0% | -51.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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