-0.9%
NVO vs SE
-67.4%
+66.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -7.4% | -4.8% | -2.6% | -6.9% |
| 30D | -5.5% | -18.1% | +12.6% | -3.6% |
| 3M | +4.1% | +30.6% | -26.5% | +1.0% |
| 6M | +19.3% | +20.8% | -1.4% | +16.5% |
| YTD | -9.2% | -15.6% | +6.4% | -8.5% |
| 1Y | -15.0% | -44.2% | +29.2% | -11.4% |
| 3Y | -50.9% | +181.5% | -232.4% | -56.1% |
| 5Y | -0.9% | -66.9% | +66.1% | +8.4% |
| All | -0.9% | -67.4% | +66.6% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling