+30.5%
SNOW vs NVO
+49.9%
-19.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +8.4% | -4.7% | +13.1% | +9.6% |
| 30D | -1.0% | -5.4% | +4.5% | +0.2% |
| 3M | +38.3% | +7.0% | +31.3% | +35.7% |
| 6M | +81.3% | +17.6% | +63.7% | +73.8% |
| YTD | +51.1% | -8.0% | +59.2% | +52.7% |
| 1Y | +47.0% | -13.8% | +60.8% | +49.8% |
| 3Y | +99.7% | -50.3% | +150.0% | +117.4% |
| 5Y | +3.6% | +0.7% | +2.9% | -19.0% |
| All | +30.5% | +49.9% | -19.4% | -13.6% |
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