+218.9%
NVO vs SLB
-12.7%
+231.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +3.3% | +3.5% | -0.2% | +3.0% |
| 30D | +9.2% | +6.5% | +2.7% | +8.6% |
| 3M | -9.8% | -0.2% | -9.5% | -9.9% |
| 6M | -10.4% | -5.7% | -4.7% | -10.3% |
| YTD | -14.1% | +36.8% | -50.9% | -17.1% |
| 1Y | -11.1% | +45.8% | -56.9% | -14.7% |
| 3Y | -54.9% | +3.4% | -58.3% | -56.0% |
| 5Y | -17.4% | +76.1% | -93.6% | -23.2% |
| All | +218.9% | -12.7% | +231.6% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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