-0.9%
NVO vs ADM
+67.3%
-68.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -7.4% | +3.0% | -10.4% | -7.7% |
| 30D | -5.5% | +8.7% | -14.2% | -6.4% |
| 3M | +4.1% | +7.6% | -3.5% | +3.1% |
| 6M | +19.3% | +26.9% | -7.5% | +15.5% |
| YTD | -9.2% | +54.3% | -63.5% | -14.3% |
| 1Y | -15.0% | +45.7% | -60.7% | -19.3% |
| 3Y | -50.9% | +21.9% | -72.8% | -52.7% |
| 5Y | -0.9% | +67.2% | -68.0% | -16.3% |
| All | -0.9% | +67.3% | -68.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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