-51.3%
NVO vs SPGI
+16.0%
-67.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.3% |
| 7D | -4.7% | -3.1% | -1.6% | -3.5% |
| 30D | -5.4% | +2.0% | -7.5% | -6.4% |
| 3M | +7.0% | +4.3% | +2.6% | +4.4% |
| 6M | +17.6% | -0.2% | +17.8% | +16.8% |
| YTD | -8.0% | -14.8% | +6.7% | -0.9% |
| 1Y | -13.8% | -18.5% | +4.7% | -5.7% |
| All | -51.3% | +16.0% | -67.2% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling