+43.3%
NVO vs ALHC
-33.8%
+77.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.1% |
| 7D | -7.6% | -6.9% | -0.7% | -7.2% |
| 30D | -6.0% | -6.7% | +0.8% | -5.7% |
| 3M | -0.8% | -37.7% | +36.9% | +1.3% |
| 6M | +16.5% | -30.0% | +46.4% | +17.8% |
| YTD | -11.1% | -36.2% | +25.0% | -9.8% |
| 1Y | -16.7% | -22.9% | +6.2% | -16.0% |
| 3Y | -52.9% | +138.4% | -191.3% | -55.6% |
| 5Y | -3.0% | -32.8% | +29.8% | -6.1% |
| All | +43.3% | -33.8% | +77.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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