+51,606.1%
SCHW vs NVO
+31,806.5%
+19,799.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | -2.8% | -7.4% | +4.6% | -0.8% |
| 30D | -0.1% | -5.5% | +5.5% | +1.3% |
| 3M | +20.6% | +4.1% | +16.5% | +18.7% |
| 6M | +15.9% | +19.3% | -3.4% | +9.7% |
| YTD | +8.5% | -9.2% | +17.7% | +8.9% |
| 1Y | +17.8% | -15.0% | +32.9% | +19.5% |
| 3Y | +88.5% | -50.9% | +139.4% | +110.0% |
| 5Y | +60.6% | -0.9% | +61.5% | +40.7% |
| 10Y | +298.0% | +152.4% | +145.6% | +151.9% |
| All | +51,606.1% | +31,806.5% | +19,799.6% | +7,818.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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