-18.7%
NVO vs ALK
-28.7%
+9.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -2.6% | +2.6% | -5.2% | -2.9% |
| 30D | +6.5% | +7.8% | -1.3% | +5.4% |
| 3M | -11.8% | -15.2% | +3.5% | -10.2% |
| 6M | -10.3% | +5.0% | -15.4% | -11.7% |
| YTD | -15.2% | -18.4% | +3.2% | -14.4% |
| 1Y | -12.2% | -2.4% | -9.8% | -13.5% |
| 3Y | -55.7% | +19.8% | -75.5% | -58.2% |
| 5Y | -18.7% | -27.8% | +9.0% | -19.3% |
| All | -18.7% | -28.7% | +9.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling