+185.4%
ARM vs NVO
-54.3%
+239.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.2% |
| 7D | -10.4% | +1.3% | -11.6% | -10.5% |
| 30D | -31.8% | +5.3% | -37.2% | -32.6% |
| 3M | -32.2% | -13.6% | -18.6% | -30.3% |
| 6M | -14.9% | -10.5% | -4.4% | -14.6% |
| YTD | +66.0% | -16.0% | +82.0% | +66.3% |
| 1Y | +17.2% | -7.0% | +24.2% | +12.5% |
| 3Y | +247.2% | -56.1% | +303.3% | +374.0% |
| All | +185.4% | -54.3% | +239.7% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling