+203.7%
NVO vs SWKS
+31.8%
+171.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.3% | -3.1% | +4.4% | +1.8% |
| 30D | +5.3% | +8.3% | -3.0% | +3.9% |
| 3M | -13.6% | +20.2% | -33.9% | -16.9% |
| 6M | -10.5% | +24.9% | -35.5% | -15.3% |
| YTD | -16.0% | +33.2% | -49.2% | -21.9% |
| 1Y | -7.0% | +23.6% | -30.6% | -12.4% |
| 3Y | -56.1% | +1.3% | -57.4% | -58.6% |
| 5Y | -19.0% | -40.6% | +21.6% | -17.7% |
| 10Y | +203.7% | +35.3% | +168.4% | +164.9% |
| All | +203.7% | +31.8% | +171.8% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling