+0.4%
NVO vs SNAP
-92.9%
+93.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.3% |
| 30D | -5.4% | -0.7% | -4.7% | -5.4% |
| 3M | +7.0% | -5.0% | +12.0% | +7.0% |
| 6M | +17.6% | +3.5% | +14.1% | +16.5% |
| YTD | -8.0% | -34.2% | +26.2% | -6.0% |
| 1Y | -13.8% | -27.1% | +13.2% | -12.7% |
| 3Y | -50.3% | -43.5% | -6.8% | -49.5% |
| All | +0.4% | -92.9% | +93.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling