+141.2%
NVO vs ALB
+84.6%
+56.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -7.4% | -7.6% | +0.2% | -6.5% |
| 30D | -5.5% | -5.6% | +0.1% | -5.0% |
| 3M | +4.1% | -16.8% | +21.0% | +5.9% |
| 6M | +19.3% | -26.3% | +45.6% | +22.6% |
| YTD | -9.2% | -13.2% | +4.0% | -9.1% |
| 1Y | -15.0% | +68.8% | -83.8% | -21.8% |
| 3Y | -50.9% | -30.7% | -20.2% | -52.1% |
| 5Y | -0.9% | -46.3% | +45.4% | -3.4% |
| All | +141.2% | +84.6% | +56.6% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling