-16.7%
NVO vs SM
+48.5%
-65.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | +4.6% | -12.1% | -7.6% |
| 30D | -6.0% | +18.2% | -24.2% | -6.4% |
| 3M | -0.8% | +22.5% | -23.3% | -1.6% |
| 6M | +16.5% | +50.6% | -34.1% | +10.6% |
| YTD | -11.1% | +108.1% | -119.2% | -19.9% |
| 1Y | -16.7% | +46.0% | -62.7% | -18.9% |
| All | -16.7% | +48.5% | -65.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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