-55.5%
NVO vs SLB
+3.3%
-58.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.6% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | +6.5% | +4.5% | +2.0% | +5.7% |
| 3M | -11.8% | -4.6% | -7.2% | -11.4% |
| 6M | -10.3% | -6.3% | -4.1% | -9.9% |
| YTD | -15.2% | +35.0% | -50.2% | -22.1% |
| 1Y | -12.2% | +38.8% | -51.0% | -19.9% |
| All | -55.5% | +3.3% | -58.8% | -59.3% |
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