-49.6%
NVO vs ABCL
+105.4%
-155.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -3.2% | +65.1% | -68.3% | -10.2% |
| 3M | +11.5% | +111.1% | -99.6% | -0.9% |
| 6M | +22.9% | +231.6% | -208.7% | +1.8% |
| YTD | -6.8% | +234.5% | -241.3% | -23.4% |
| 1Y | -12.6% | +174.3% | -187.0% | -26.7% |
| 3Y | -49.6% | +111.5% | -161.0% | -58.6% |
| All | -49.6% | +105.4% | -155.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling