+44.7%
NVO vs ABCL
-82.9%
+127.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.7% |
| 7D | -7.4% | -9.6% | +2.2% | -6.4% |
| 30D | -5.5% | +7.2% | -12.7% | -6.4% |
| 3M | +4.1% | +105.5% | -101.4% | -4.7% |
| 6M | +19.3% | +193.0% | -173.7% | +4.7% |
| YTD | -9.2% | +205.8% | -215.0% | -21.0% |
| 1Y | -15.0% | +144.4% | -159.4% | -24.8% |
| 3Y | -50.9% | +93.3% | -144.2% | -57.1% |
| 5Y | -0.9% | -44.9% | +44.1% | -9.1% |
| All | +44.7% | -82.9% | +127.6% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling