+4,228.1%
NVO vs SNY
+241.9%
+3,986.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -7.6% | -3.3% | -4.3% | -6.3% |
| 30D | -6.0% | -2.2% | -3.8% | -5.1% |
| 3M | -0.8% | -3.0% | +2.3% | +0.3% |
| 6M | +16.5% | +2.7% | +13.7% | +14.8% |
| YTD | -11.1% | -6.8% | -4.3% | -9.2% |
| 1Y | -16.7% | -5.3% | -11.5% | -15.5% |
| 3Y | -52.9% | -9.8% | -43.1% | -52.3% |
| 5Y | -3.0% | +9.7% | -12.6% | -10.9% |
| 10Y | +147.1% | +64.5% | +82.6% | +89.4% |
| All | +4,228.1% | +241.9% | +3,986.2% | +2,199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling