-49.6%
NVO vs SLB
+1.7%
-51.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -3.2% | +13.6% | -16.8% | -5.3% |
| 3M | +11.5% | +1.5% | +10.0% | +11.2% |
| 6M | +22.9% | +23.0% | -0.1% | +17.2% |
| YTD | -6.8% | +51.2% | -58.0% | -15.5% |
| 1Y | -12.6% | +63.5% | -76.1% | -22.2% |
| 3Y | -49.6% | +2.5% | -52.1% | -54.1% |
| All | -49.6% | +1.7% | -51.3% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling