+3.1%
NVO vs SWK
-38.7%
+41.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +6.0% | -5.7% | +11.7% | +7.1% |
| 3M | +7.9% | +24.1% | -16.2% | +3.0% |
| 6M | +27.1% | +24.7% | +2.4% | +20.8% |
| YTD | -3.8% | +33.9% | -37.8% | -9.8% |
| 1Y | -12.8% | +34.7% | -47.5% | -18.6% |
| 3Y | -46.3% | +15.3% | -61.6% | -49.7% |
| All | +3.1% | -38.7% | +41.8% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling