+41.7%
NVO vs ABCL
-82.1%
+123.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.6% |
| 7D | -7.6% | -4.7% | -2.9% | -7.1% |
| 30D | -6.0% | +5.2% | -11.1% | -6.7% |
| 3M | -0.8% | +106.6% | -107.4% | -9.2% |
| 6M | +16.5% | +198.4% | -181.9% | +2.0% |
| YTD | -11.1% | +218.4% | -229.5% | -23.0% |
| 1Y | -16.7% | +136.2% | -152.9% | -26.1% |
| 3Y | -52.9% | +103.2% | -156.1% | -59.1% |
| 5Y | -3.0% | -42.7% | +39.7% | -11.4% |
| All | +41.7% | -82.1% | +123.8% | +33.6% |
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