-41.4%
NVO vs SN
+447.8%
-489.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -7.6% | -7.3% | -0.3% | -6.6% |
| 30D | -6.0% | -13.6% | +7.6% | -4.2% |
| 3M | -0.8% | +18.6% | -19.4% | -3.4% |
| 6M | +16.5% | +46.0% | -29.5% | +9.7% |
| YTD | -11.1% | +43.7% | -54.8% | -15.8% |
| 1Y | -16.7% | +39.2% | -55.9% | -21.1% |
| 3Y | -52.9% | +306.5% | -359.4% | -57.3% |
| All | -41.4% | +447.8% | -489.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling