-51.9%
NVO vs SM
-0.7%
-51.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -7.4% | +2.1% | -9.5% | -7.5% |
| 30D | -5.5% | +18.1% | -23.6% | -6.6% |
| 3M | +4.1% | +17.0% | -12.9% | +2.7% |
| 6M | +19.3% | +55.4% | -36.1% | +13.8% |
| YTD | -9.2% | +108.6% | -117.7% | -15.9% |
| 1Y | -15.0% | +45.7% | -60.7% | -18.9% |
| All | -51.9% | -0.7% | -51.2% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling