-17.7%
NVO vs SPGI
+15.2%
-32.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +3.3% | +1.2% | +2.0% | +2.8% |
| 30D | +9.2% | +15.9% | -6.7% | +3.0% |
| 3M | -9.8% | +12.3% | -22.1% | -14.0% |
| 6M | -10.4% | +23.7% | -34.1% | -18.3% |
| YTD | -14.1% | -3.5% | -10.5% | -12.9% |
| 1Y | -11.1% | +0.4% | -11.5% | -11.2% |
| 3Y | -54.9% | +29.9% | -84.8% | -60.0% |
| All | -17.7% | +15.2% | -32.9% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling