+136.0%
NVO vs SPGI
+292.2%
-156.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -7.6% | -7.4% | -0.2% | -4.9% |
| 30D | -6.0% | +0.4% | -6.3% | -6.2% |
| 3M | -0.8% | +5.3% | -6.0% | -3.1% |
| 6M | +16.5% | +1.7% | +14.8% | +14.9% |
| YTD | -11.1% | -16.4% | +5.2% | -5.4% |
| 1Y | -16.7% | -20.5% | +3.8% | -10.1% |
| 3Y | -52.9% | +14.2% | -67.1% | -55.7% |
| 5Y | -3.0% | +0.6% | -3.6% | -5.9% |
| All | +136.0% | +292.2% | -156.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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