-3.1%
NVO vs SU
+348.9%
-352.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -7.6% | +2.2% | -9.8% | -7.8% |
| 30D | -6.0% | +8.4% | -14.4% | -6.8% |
| 3M | -0.8% | +12.1% | -12.9% | -2.2% |
| 6M | +16.5% | +19.7% | -3.2% | +13.3% |
| YTD | -11.1% | +58.4% | -69.5% | -16.8% |
| 1Y | -16.7% | +67.2% | -84.0% | -22.7% |
| 3Y | -52.9% | +125.0% | -178.0% | -58.2% |
| All | -3.1% | +348.9% | -352.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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