+0.6%
NVO vs SWKS
-52.0%
+52.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.4% |
| 7D | +0.1% | +11.8% | -11.7% | -1.6% |
| 30D | -3.2% | +6.7% | -10.0% | -4.2% |
| 3M | +11.5% | 0.0% | +11.5% | +11.1% |
| 6M | +22.9% | +38.7% | -15.8% | +14.8% |
| YTD | -6.8% | +21.4% | -28.2% | -11.1% |
| 1Y | -12.6% | +2.9% | -15.5% | -14.4% |
| 3Y | -49.6% | -16.4% | -33.2% | -50.9% |
| 5Y | +0.6% | -51.2% | +51.7% | +10.2% |
| All | +0.6% | -52.0% | +52.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling