-56.5%
NVO vs SWK
+46.0%
-102.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +11.0% | -10.3% | -1.8% |
| 30D | +5.4% | +30.1% | -24.7% | -1.2% |
| 3M | -11.2% | +14.7% | -25.8% | -14.3% |
| 6M | -10.8% | +44.5% | -55.3% | -19.1% |
| YTD | -16.8% | +59.4% | -76.2% | -26.6% |
| 1Y | -9.0% | +77.5% | -86.5% | -21.9% |
| 3Y | -56.5% | +49.5% | -106.0% | -61.8% |
| All | -56.5% | +46.0% | -102.5% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling