-56.1%
NVO vs ABCL
+206.1%
-262.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +1.3% | +2.3% | -1.0% | +0.9% |
| 30D | +5.3% | -0.7% | +6.0% | +5.0% |
| 3M | -13.6% | +33.4% | -47.0% | -17.7% |
| 6M | -10.5% | +137.8% | -148.3% | -23.0% |
| YTD | -16.0% | +264.3% | -280.3% | -32.7% |
| 1Y | -7.0% | +209.2% | -216.2% | -24.1% |
| 3Y | -56.1% | +208.4% | -264.5% | -64.4% |
| All | -56.1% | +206.1% | -262.3% | -64.4% |
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