-8.2%
NVO vs ALB
+4.7%
-13.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.5% |
| 7D | +10.2% | -2.1% | +12.2% | +10.3% |
| 30D | +12.4% | -9.0% | +21.4% | +13.1% |
| 3M | -3.5% | -21.1% | +17.6% | -2.1% |
| 6M | -3.8% | -49.9% | +46.1% | +1.6% |
| YTD | -13.0% | -32.3% | +19.3% | -14.2% |
| 1Y | -8.2% | +8.6% | -16.8% | -22.7% |
| All | -8.2% | +4.7% | -13.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling