+29,444.6%
NVO vs ALK
+773.0%
+28,671.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.8% | -0.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.8% |
| 30D | +6.8% | +3.3% | +3.5% | +6.3% |
| 3M | -11.3% | -17.6% | +6.3% | -9.6% |
| 6M | -12.4% | +0.8% | -13.2% | -13.0% |
| YTD | -16.1% | -22.4% | +6.2% | -14.8% |
| 1Y | -15.1% | -10.1% | -5.0% | -15.2% |
| 3Y | -56.2% | +14.0% | -70.2% | -58.1% |
| 5Y | -19.4% | -29.8% | +10.4% | -19.8% |
| 10Y | +207.0% | -44.8% | +251.7% | +197.6% |
| All | +29,444.6% | +773.0% | +28,671.6% | +18,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling