+311.3%
ARM vs NVO
-49.3%
+360.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.5% |
| 7D | +11.4% | +0.1% | +11.3% | +11.3% |
| 30D | -7.4% | -3.2% | -4.2% | -6.9% |
| 3M | -24.5% | +11.5% | -36.0% | -28.3% |
| 6M | +128.7% | +22.9% | +105.8% | +109.7% |
| YTD | +139.3% | -6.8% | +146.1% | +134.9% |
| 1Y | +88.0% | -12.6% | +100.6% | +88.2% |
| All | +311.3% | -49.3% | +360.6% | +444.0% |
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