+15,124.1%
NVO vs ALB
+2,835.3%
+12,288.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | +2.2% | -8.1% | +10.2% | +3.5% |
| 30D | +6.0% | +6.3% | -0.3% | +4.8% |
| 3M | +7.9% | -23.6% | +31.4% | +11.9% |
| 6M | +27.1% | -24.6% | +51.7% | +31.3% |
| YTD | -3.8% | -10.3% | +6.4% | -4.1% |
| 1Y | -12.8% | +61.5% | -74.3% | -21.6% |
| 3Y | -46.3% | -34.0% | -12.3% | -46.9% |
| 5Y | +3.6% | -44.6% | +48.2% | +1.5% |
| 10Y | +157.0% | +76.1% | +80.9% | +90.5% |
| All | +15,124.1% | +2,835.3% | +12,288.8% | +7,491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling