-52.9%
NVO vs SHW
+22.1%
-75.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -2.7% |
| 7D | -7.6% | -3.1% | -4.5% | -6.7% |
| 30D | -6.0% | -10.0% | +4.1% | -3.1% |
| 3M | -0.8% | +2.3% | -3.0% | -1.7% |
| 6M | +16.5% | +0.7% | +15.8% | +15.5% |
| YTD | -11.1% | +0.5% | -11.6% | -12.3% |
| 1Y | -16.7% | -11.5% | -5.2% | -14.7% |
| 3Y | -52.9% | +21.3% | -74.2% | -54.0% |
| All | -52.9% | +22.1% | -75.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 3y: compounded portfolio wealth divided by compounded SHW 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…
3y analysis · Full analysis span regression · 6 months rolling