+33,769.1%
NVO vs SPGI
+14,090.3%
+19,678.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +6.0% | +8.4% | -2.4% | +3.6% |
| 3M | +7.9% | +11.8% | -4.0% | +4.4% |
| 6M | +27.1% | +5.7% | +21.4% | +24.6% |
| YTD | -3.8% | -9.7% | +5.8% | -1.5% |
| 1Y | -12.8% | -12.5% | -0.4% | -10.3% |
| 3Y | -46.3% | +21.8% | -68.1% | -49.4% |
| 5Y | +3.6% | +8.2% | -4.6% | -0.4% |
| 10Y | +157.0% | +309.5% | -152.5% | +75.3% |
| All | +33,769.1% | +14,090.3% | +19,678.8% | +11,725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling