-8.2%
NVO vs SMR
-87.0%
+78.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.4% | +5.3% |
| 7D | +10.2% | -9.5% | +19.7% | +10.9% |
| 30D | +12.4% | -33.2% | +45.6% | +15.7% |
| 3M | -3.5% | -45.9% | +42.4% | +0.6% |
| 6M | -3.8% | -57.9% | +54.1% | +1.9% |
| YTD | -13.0% | -63.8% | +50.8% | -6.3% |
| 1Y | -8.2% | -85.6% | +77.4% | +1.2% |
| All | -8.2% | -87.0% | +78.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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