+108.9%
NVO vs SE
+553.8%
-444.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -7.6% | -5.2% | -2.4% | -7.0% |
| 30D | -6.0% | -17.1% | +11.1% | -4.1% |
| 3M | -0.8% | +24.0% | -24.8% | -3.4% |
| 6M | +16.5% | +21.0% | -4.5% | +13.5% |
| YTD | -11.1% | -16.7% | +5.6% | -10.1% |
| 1Y | -16.7% | -45.9% | +29.2% | -12.2% |
| 3Y | -52.9% | +177.8% | -230.7% | -58.8% |
| 5Y | -3.0% | -67.4% | +64.4% | +1.7% |
| All | +108.9% | +553.8% | -444.9% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling