-48.0%
NVO vs SWKS
-20.0%
-28.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.5% |
| 7D | +2.2% | +12.5% | -10.3% | +0.3% |
| 30D | +6.0% | +10.5% | -4.5% | +4.3% |
| 3M | +7.9% | -7.4% | +15.3% | +9.0% |
| 6M | +27.1% | +32.7% | -5.6% | +19.0% |
| YTD | -3.8% | +19.2% | -23.0% | -8.4% |
| 1Y | -12.8% | +2.4% | -15.2% | -14.7% |
| All | -48.0% | -20.0% | -28.0% | -49.7% |
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