-13.8%
NVO vs SWK
+22.8%
-36.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.8% |
| 7D | -4.7% | -4.6% | -0.2% | -3.7% |
| 30D | -5.4% | -9.9% | +4.5% | -3.3% |
| 3M | +7.0% | +15.4% | -8.5% | +2.5% |
| 6M | +17.6% | +25.0% | -7.4% | +9.9% |
| YTD | -8.0% | +27.2% | -35.3% | -13.3% |
| 1Y | -13.8% | +24.6% | -38.4% | -16.4% |
| All | -13.8% | +22.8% | -36.7% | -16.4% |
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