-14.9%
NVO vs ALB
+72.3%
-87.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.0% |
| 7D | -7.4% | -7.6% | +0.2% | -6.8% |
| 30D | -5.5% | -5.6% | +0.1% | -5.2% |
| 3M | +4.1% | -16.8% | +21.0% | +5.4% |
| 6M | +19.3% | -26.3% | +45.6% | +21.5% |
| YTD | -9.2% | -13.2% | +4.0% | -11.0% |
| All | -14.9% | +72.3% | -87.2% | -22.2% |
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