-12.8%
NVO vs SE
-38.5%
+25.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.2% | -6.1% | +8.3% | +3.4% |
| 30D | +6.0% | -2.5% | +8.4% | +6.2% |
| 3M | +7.9% | +21.7% | -13.8% | +2.6% |
| 6M | +27.1% | +27.0% | +0.1% | +18.9% |
| YTD | -3.8% | -12.1% | +8.3% | -3.9% |
| 1Y | -12.8% | -40.9% | +28.1% | -5.6% |
| All | -12.8% | -38.5% | +25.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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