-14.9%
NVO vs SPGI
-19.1%
+4.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -7.4% | -8.9% | +1.5% | -4.1% |
| 30D | -5.5% | +0.6% | -6.2% | -5.9% |
| 3M | +4.1% | +2.0% | +2.1% | +2.8% |
| 6M | +19.3% | +0.1% | +19.3% | +18.4% |
| YTD | -9.2% | -16.4% | +7.2% | +0.6% |
| All | -14.9% | -19.1% | +4.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling