+55.0%
NVO vs ALHC
-28.9%
+84.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +6.0% | -1.0% | +7.0% | +6.0% |
| 3M | +7.9% | -10.2% | +18.0% | +8.2% |
| 6M | +27.1% | -28.3% | +55.4% | +28.3% |
| YTD | -3.8% | -31.4% | +27.6% | -2.7% |
| 1Y | -12.8% | -16.9% | +4.1% | -12.4% |
| 3Y | -46.3% | +135.5% | -181.8% | -49.3% |
| 5Y | +3.6% | -33.6% | +37.2% | -0.1% |
| All | +55.0% | -28.9% | +84.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling