-56.5%
NVO vs SWKS
-0.7%
-55.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.8% | -6.2% | +6.9% | +1.6% |
| 30D | +5.4% | -1.5% | +6.8% | +5.5% |
| 3M | -11.2% | +23.0% | -34.2% | -14.5% |
| 6M | -10.8% | +27.6% | -38.4% | -15.7% |
| YTD | -16.8% | +32.3% | -49.1% | -22.5% |
| 1Y | -9.0% | +20.1% | -29.1% | -13.6% |
| 3Y | -56.5% | +0.6% | -57.2% | -59.0% |
| All | -56.5% | -0.7% | -55.8% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling