-44.7%
NVO vs ADVB
-88.8%
+44.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -3.0% |
| 7D | +0.1% | -14.0% | +14.1% | +0.3% |
| 30D | -3.2% | +41.0% | -44.2% | -3.7% |
| 3M | +11.5% | +127.9% | -116.4% | +7.8% |
| 6M | +22.9% | +101.3% | -78.4% | +17.3% |
| YTD | -6.8% | +53.8% | -60.6% | -10.0% |
| 1Y | -12.6% | +4.4% | -17.1% | -15.0% |
| All | -44.7% | -88.8% | +44.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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