-40.1%
NVO vs SN
+453.9%
-494.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.7% |
| 7D | -7.4% | -7.2% | -0.2% | -6.4% |
| 30D | -5.5% | -13.4% | +7.9% | -3.7% |
| 3M | +4.1% | +26.8% | -22.7% | +0.4% |
| 6M | +19.3% | +44.6% | -25.3% | +12.5% |
| YTD | -9.2% | +45.3% | -54.5% | -14.1% |
| 1Y | -15.0% | +40.1% | -55.1% | -19.6% |
| 3Y | -50.9% | +375.3% | -426.2% | -55.4% |
| All | -40.1% | +453.9% | -494.0% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling