-5.4%
NVO vs SWK
+79.5%
-84.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.0% |
| 7D | +2.3% | +10.7% | -8.4% | -0.1% |
| 30D | +7.1% | +33.3% | -26.2% | +0.6% |
| 3M | -11.3% | +14.7% | -26.0% | -14.2% |
| 6M | -9.0% | +48.5% | -57.5% | -17.3% |
| YTD | -14.6% | +63.9% | -78.5% | -22.2% |
| All | -5.4% | +79.5% | -84.9% | -16.6% |
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