-3.1%
NVO vs SSNC
+19.2%
-22.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -7.6% | -4.0% | -3.5% | -6.3% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | -0.8% | +18.9% | -19.7% | -6.6% |
| 6M | +16.5% | +10.8% | +5.6% | +11.9% |
| YTD | -11.1% | -7.1% | -4.0% | -9.3% |
| 1Y | -16.7% | -9.6% | -7.1% | -14.4% |
| 3Y | -52.9% | +51.1% | -104.0% | -57.9% |
| All | -3.1% | +19.2% | -22.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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