+202.5%
NVO vs SWK
+32.9%
+169.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.1% |
| 7D | +2.3% | +10.7% | -8.4% | +0.4% |
| 30D | +7.1% | +33.3% | -26.2% | +1.5% |
| 3M | -11.3% | +14.7% | -26.0% | -13.7% |
| 6M | -9.0% | +48.5% | -57.5% | -15.8% |
| YTD | -14.6% | +63.9% | -78.5% | -22.6% |
| 1Y | -4.9% | +80.4% | -85.3% | -15.4% |
| 3Y | -54.9% | +58.1% | -113.0% | -59.6% |
| 5Y | -18.7% | -24.5% | +5.8% | -18.9% |
| 10Y | +202.5% | +29.5% | +173.0% | +176.7% |
| All | +202.5% | +32.9% | +169.6% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling