-12.8%
NVO vs SIRI
+28.3%
-41.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -2.0% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +6.0% | -4.7% | +10.7% | +5.6% |
| 3M | +7.9% | +5.3% | +2.6% | +8.9% |
| 6M | +27.1% | +30.5% | -3.4% | +32.2% |
| YTD | -3.8% | +49.6% | -53.5% | +1.3% |
| 1Y | -12.8% | +28.5% | -41.4% | -10.2% |
| All | -12.8% | +28.3% | -41.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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