+0.6%
NVO vs ACGL
+158.6%
-158.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | -3.2% | -2.8% | -0.4% | -2.6% |
| 3M | +11.5% | +6.8% | +4.7% | +9.9% |
| 6M | +22.9% | -1.5% | +24.4% | +23.1% |
| YTD | -6.8% | -0.2% | -6.6% | -7.4% |
| 1Y | -12.6% | +5.3% | -17.9% | -14.5% |
| 3Y | -49.6% | +30.3% | -79.9% | -54.6% |
| 5Y | +0.6% | +151.8% | -151.2% | -28.2% |
| All | +0.6% | +158.6% | -158.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling