-0.9%
NVO vs ACI
-44.6%
+43.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -7.4% | -7.1% | -0.3% | -6.7% |
| 30D | -5.5% | -4.5% | -1.0% | -5.1% |
| 3M | +4.1% | -22.3% | +26.4% | +6.3% |
| 6M | +19.3% | -28.4% | +47.8% | +22.6% |
| YTD | -9.2% | -29.5% | +20.3% | -6.9% |
| 1Y | -15.0% | -34.2% | +19.2% | -12.1% |
| 3Y | -50.9% | -45.7% | -5.2% | -47.9% |
| 5Y | -0.9% | -40.8% | +39.9% | -0.2% |
| All | -0.9% | -44.6% | +43.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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