-8.2%
NVO vs ACGL
+28.7%
-36.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.7% |
| 7D | +10.2% | +8.0% | +2.2% | +9.4% |
| 30D | +12.4% | +17.3% | -4.9% | +11.2% |
| 3M | -3.5% | +11.2% | -14.7% | -4.4% |
| 6M | -3.8% | +18.2% | -21.9% | -3.7% |
| YTD | -13.0% | +15.4% | -28.3% | -14.9% |
| 1Y | -8.2% | +26.5% | -34.8% | -18.5% |
| All | -8.2% | +28.7% | -36.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling