-3.1%
NVO vs SIRI
-41.5%
+38.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | -7.6% | +0.6% | -8.1% | -7.6% |
| 30D | -6.0% | +2.5% | -8.5% | -6.1% |
| 3M | -0.8% | +6.6% | -7.4% | -1.1% |
| 6M | +16.5% | +32.9% | -16.4% | +14.4% |
| YTD | -11.1% | +50.5% | -61.6% | -13.6% |
| 1Y | -16.7% | +28.0% | -44.7% | -18.1% |
| 3Y | -52.9% | -22.4% | -30.5% | -52.6% |
| All | -3.1% | -41.5% | +38.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling