-16.7%
NVO vs SLB
+59.4%
-76.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -7.6% | -2.5% | -5.1% | -7.4% |
| 30D | -6.0% | +7.1% | -13.1% | -6.5% |
| 3M | -0.8% | +0.6% | -1.4% | -0.1% |
| 6M | +16.5% | +17.6% | -1.1% | +13.1% |
| YTD | -11.1% | +48.5% | -59.6% | -20.1% |
| 1Y | -16.7% | +59.4% | -76.1% | -25.7% |
| All | -16.7% | +59.4% | -76.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling