+193.0%
ARM vs NVO
-53.6%
+246.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +6.1% |
| 7D | -5.3% | +2.3% | -7.6% | -5.7% |
| 30D | -30.0% | +7.1% | -37.1% | -31.1% |
| 3M | -34.1% | -11.3% | -22.7% | -32.6% |
| 6M | -12.6% | -9.0% | -3.6% | -12.7% |
| YTD | +70.4% | -14.6% | +85.0% | +70.1% |
| 1Y | +22.3% | -4.9% | +27.2% | +16.7% |
| 3Y | +261.2% | -54.9% | +316.1% | +389.6% |
| All | +193.0% | -53.6% | +246.5% | +293.9% |
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