-0.9%
NVO vs AG
+64.4%
-65.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.8% |
| 7D | -7.4% | -5.8% | -1.6% | -6.9% |
| 30D | -5.5% | +6.4% | -11.9% | -6.1% |
| 3M | +4.1% | +28.4% | -24.2% | +1.4% |
| 6M | +19.3% | -24.5% | +43.8% | +21.2% |
| YTD | -9.2% | +21.2% | -30.4% | -12.3% |
| 1Y | -15.0% | +114.1% | -129.1% | -22.5% |
| 3Y | -50.9% | +268.0% | -318.9% | -58.3% |
| 5Y | -0.9% | +67.3% | -68.2% | -13.0% |
| All | -0.9% | +64.4% | -65.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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