+136.0%
NVO vs ALK
-35.7%
+171.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.8% | -2.4% |
| 7D | -7.6% | -2.1% | -5.5% | -7.4% |
| 30D | -6.0% | -13.1% | +7.1% | -4.7% |
| 3M | -0.8% | -11.8% | +11.0% | +0.1% |
| 6M | +16.5% | -0.4% | +16.8% | +15.7% |
| YTD | -11.1% | -18.2% | +7.0% | -10.3% |
| 1Y | -16.7% | -35.5% | +18.8% | -14.3% |
| 3Y | -52.9% | +1.8% | -54.7% | -54.0% |
| 5Y | -3.0% | -26.6% | +23.6% | -3.8% |
| All | +136.0% | -35.7% | +171.7% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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