-16.7%
NVO vs SCHG
+13.0%
-29.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.9% |
| 7D | -7.6% | -1.0% | -6.5% | -6.7% |
| 30D | -6.0% | -1.3% | -4.7% | -4.9% |
| 3M | -0.8% | +5.4% | -6.2% | -6.7% |
| 6M | +16.5% | +14.4% | +2.0% | -1.3% |
| YTD | -11.1% | +8.0% | -19.2% | -19.0% |
| 1Y | -16.7% | +12.7% | -29.5% | -28.3% |
| All | -16.7% | +13.0% | -29.7% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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