-15.1%
NVO vs SWK
+73.5%
-88.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.5% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +6.8% | +24.6% | -17.8% | +1.9% |
| 3M | -11.3% | +10.8% | -22.0% | -13.4% |
| 6M | -12.4% | +46.1% | -58.5% | -20.2% |
| YTD | -16.1% | +56.8% | -73.0% | -23.3% |
| 1Y | -15.1% | +72.7% | -87.8% | -26.2% |
| All | -15.1% | +73.5% | -88.5% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling