-44.7%
NVO vs SN
+650.0%
-694.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +6.8% | +16.6% | -9.8% | +4.5% |
| 3M | -11.3% | +18.3% | -29.5% | -13.4% |
| 6M | -12.4% | +103.1% | -115.5% | -21.0% |
| YTD | -16.1% | +96.7% | -112.8% | -24.0% |
| 1Y | -15.1% | +134.3% | -149.4% | -24.6% |
| 3Y | -56.2% | +425.2% | -481.4% | -62.0% |
| All | -44.7% | +650.0% | -694.7% | -52.1% |
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