-51.3%
NVO vs ALC
-16.2%
-35.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -4.7% | -5.3% | +0.5% | -2.6% |
| 30D | -5.4% | -7.1% | +1.6% | -2.6% |
| 3M | +7.0% | +0.8% | +6.2% | +6.5% |
| 6M | +17.6% | -16.0% | +33.6% | +25.6% |
| YTD | -8.0% | -12.7% | +4.7% | -3.6% |
| 1Y | -13.8% | -12.8% | -1.0% | -9.8% |
| All | -51.3% | -16.2% | -35.1% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling