+0.7%
NVO vs ABCL
-39.4%
+40.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.9% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -5.4% | +18.3% | -23.8% | -7.6% |
| 3M | +7.0% | +108.5% | -101.5% | -3.7% |
| 6M | +17.6% | +213.9% | -196.3% | +0.1% |
| YTD | -8.0% | +223.1% | -231.1% | -22.4% |
| 1Y | -13.8% | +160.6% | -174.5% | -25.9% |
| 3Y | -50.3% | +104.3% | -154.5% | -57.9% |
| 5Y | +0.7% | -40.0% | +40.7% | -8.6% |
| All | +0.7% | -39.4% | +40.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling