+706.7%
NVO vs SSNC
+1,015.4%
-308.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -7.4% | -6.7% | -0.6% | -5.6% |
| 30D | -5.5% | -0.8% | -4.7% | -5.3% |
| 3M | +4.1% | +16.1% | -11.9% | -0.2% |
| 6M | +19.3% | +7.9% | +11.4% | +16.4% |
| YTD | -9.2% | -8.7% | -0.5% | -7.2% |
| 1Y | -15.0% | -9.5% | -5.5% | -13.1% |
| 3Y | -50.9% | +47.7% | -98.5% | -55.8% |
| 5Y | -0.9% | +17.6% | -18.5% | -6.7% |
| 10Y | +152.4% | +167.7% | -15.3% | +84.1% |
| All | +706.7% | +1,015.4% | -308.6% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling