+155.6%
NVO vs SWKS
+34.8%
+120.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.6% |
| 7D | -4.7% | +6.8% | -11.5% | -5.8% |
| 30D | -5.4% | +11.3% | -16.7% | -7.2% |
| 3M | +7.0% | +4.1% | +2.9% | +5.7% |
| 6M | +17.6% | +39.7% | -22.1% | +9.3% |
| YTD | -8.0% | +23.2% | -31.3% | -12.9% |
| 1Y | -13.8% | +5.3% | -19.1% | -16.2% |
| 3Y | -50.3% | -15.1% | -35.1% | -51.3% |
| 5Y | +0.7% | -50.3% | +51.0% | +6.3% |
| 10Y | +155.6% | +42.3% | +113.3% | +107.5% |
| All | +155.6% | +34.8% | +120.8% | +107.5% |
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