-3.5%
NVO vs SMR
+7.6%
-11.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | -4.7% | +13.1% | -17.8% | -5.1% |
| 30D | -5.4% | +17.8% | -23.2% | -6.0% |
| 3M | +7.0% | +8.1% | -1.1% | +6.4% |
| 6M | +17.6% | -11.1% | +28.7% | +17.2% |
| YTD | -8.0% | -23.7% | +15.7% | -7.9% |
| 1Y | -13.8% | -69.4% | +55.6% | -12.3% |
| 3Y | -50.3% | +82.6% | -132.9% | -52.0% |
| All | -3.5% | +7.6% | -11.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling