-12.8%
NVO vs ABCL
+186.8%
-199.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +6.0% | +93.1% | -87.1% | -7.3% |
| 3M | +7.9% | +79.4% | -71.6% | -5.6% |
| 6M | +27.1% | +214.9% | -187.8% | -4.9% |
| YTD | -3.8% | +234.2% | -238.1% | -30.4% |
| 1Y | -12.8% | +174.8% | -187.6% | -35.2% |
| All | -12.8% | +186.8% | -199.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling