+199.6%
ARM vs NVO
-53.3%
+252.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.1% |
| 7D | +9.1% | +3.3% | +5.8% | +8.4% |
| 30D | -19.9% | +9.2% | -29.2% | -21.5% |
| 3M | -31.6% | -9.8% | -21.9% | -30.4% |
| 6M | -13.9% | -10.4% | -3.4% | -13.4% |
| YTD | +74.3% | -14.1% | +88.4% | +73.7% |
| 1Y | +35.8% | -11.1% | +46.9% | +33.2% |
| 3Y | +268.6% | -54.9% | +323.5% | +400.1% |
| All | +199.6% | -53.3% | +252.9% | +302.3% |
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