-19.7%
NVO vs ALHC
-65.6%
+45.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +6.8% | -9.6% | +16.4% | +7.3% |
| 3M | -11.3% | -44.5% | +33.3% | -8.6% |
| 6M | -12.4% | -59.2% | +46.8% | -8.7% |
| YTD | -16.1% | -62.0% | +45.9% | -12.5% |
| 1Y | -15.1% | -54.8% | +39.7% | -12.0% |
| 3Y | -56.2% | +25.0% | -81.2% | -57.5% |
| All | -19.7% | -65.6% | +45.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling