+844.3%
NVO vs SCHG
+1,132.2%
-287.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -7.6% | -1.0% | -6.5% | -7.0% |
| 30D | -6.0% | -1.3% | -4.7% | -5.3% |
| 3M | -0.8% | +5.4% | -6.2% | -4.2% |
| 6M | +16.5% | +14.4% | +2.0% | +7.2% |
| YTD | -11.1% | +8.0% | -19.2% | -15.0% |
| 1Y | -16.7% | +12.7% | -29.5% | -22.2% |
| 3Y | -52.9% | +85.6% | -138.5% | -67.4% |
| 5Y | -3.0% | +85.5% | -88.5% | -34.3% |
| 10Y | +147.1% | +456.0% | -309.0% | -25.6% |
| All | +844.3% | +1,132.2% | -287.9% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling