-0.9%
NVO vs SPG
+103.4%
-104.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -7.4% | -2.2% | -5.2% | -6.8% |
| 30D | -5.5% | -5.8% | +0.3% | -4.0% |
| 3M | +4.1% | -2.8% | +6.9% | +5.0% |
| 6M | +19.3% | +8.9% | +10.5% | +16.7% |
| YTD | -9.2% | +14.3% | -23.5% | -12.3% |
| 1Y | -15.0% | +19.5% | -34.5% | -18.9% |
| 3Y | -50.9% | +106.9% | -157.7% | -59.2% |
| 5Y | -0.9% | +108.7% | -109.6% | -17.8% |
| All | -0.9% | +103.4% | -104.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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