-17.7%
NVO vs ACM
+1.1%
-18.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | +3.3% | +5.6% | -2.4% | +2.0% |
| 30D | +9.2% | +20.8% | -11.6% | +4.6% |
| 3M | -9.8% | +11.4% | -21.2% | -12.2% |
| 6M | -10.4% | +0.9% | -11.4% | -11.3% |
| YTD | -14.1% | -24.8% | +10.7% | -8.4% |
| 1Y | -11.1% | -46.4% | +35.3% | +3.8% |
| 3Y | -54.9% | -9.2% | -45.7% | -55.4% |
| All | -17.7% | +1.1% | -18.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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