+102.9%
NVO vs ALC
+17.1%
+85.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | -7.4% | -7.7% | +0.3% | -4.5% |
| 30D | -5.5% | -11.7% | +6.2% | -0.9% |
| 3M | +4.1% | +0.7% | +3.5% | +3.8% |
| 6M | +19.3% | -17.1% | +36.4% | +27.2% |
| YTD | -9.2% | -15.1% | +6.0% | -4.2% |
| 1Y | -15.0% | -14.1% | -0.9% | -10.8% |
| 3Y | -50.9% | -18.2% | -32.7% | -47.9% |
| 5Y | -0.9% | -19.2% | +18.3% | +4.7% |
| All | +102.9% | +17.1% | +85.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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