+33,769.1%
NVO vs SWKS
+8,307.4%
+25,461.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.1% |
| 7D | +2.2% | +12.5% | -10.3% | +1.4% |
| 30D | +6.0% | +10.5% | -4.5% | +5.3% |
| 3M | +7.9% | -7.4% | +15.3% | +8.1% |
| 6M | +27.1% | +32.7% | -5.6% | +24.3% |
| YTD | -3.8% | +19.2% | -23.0% | -5.4% |
| 1Y | -12.8% | +2.4% | -15.2% | -13.5% |
| 3Y | -46.3% | -25.6% | -20.7% | -46.2% |
| 5Y | +3.6% | -53.4% | +57.0% | +6.0% |
| 10Y | +157.0% | +23.2% | +133.9% | +146.1% |
| All | +33,769.1% | +8,307.4% | +25,461.7% | +25,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling