+3.3%
SNOW vs NVO
-4.3%
+7.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -2.4% | -7.6% | +5.1% | -0.7% |
| 30D | -1.0% | -6.0% | +5.0% | +0.3% |
| 3M | +36.9% | -0.8% | +37.6% | +36.5% |
| 6M | +83.4% | +16.5% | +66.9% | +76.2% |
| YTD | +50.0% | -11.1% | +61.1% | +52.7% |
| 1Y | +46.5% | -16.7% | +63.2% | +50.4% |
| 3Y | +93.3% | -52.9% | +146.2% | +112.3% |
| All | +3.3% | -4.3% | +7.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling