+214.1%
NVO vs SNAP
-76.3%
+290.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.3% |
| 7D | -7.6% | +3.8% | -11.4% | -7.8% |
| 30D | -6.0% | +9.2% | -15.2% | -6.6% |
| 3M | -0.8% | +6.6% | -7.3% | -1.6% |
| 6M | +16.5% | +16.9% | -0.4% | +14.5% |
| YTD | -11.1% | -29.6% | +18.5% | -9.6% |
| 1Y | -16.7% | -22.1% | +5.4% | -16.0% |
| 3Y | -52.9% | -39.8% | -13.1% | -52.6% |
| 5Y | -3.0% | -92.4% | +89.4% | +5.2% |
| All | +214.1% | -76.3% | +290.4% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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