+33,769.1%
NVO vs ALK
+839.9%
+32,929.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | +2.2% | -0.7% | +2.8% | +2.2% |
| 30D | +6.0% | -19.2% | +25.2% | +8.3% |
| 3M | +7.9% | -1.5% | +9.4% | +7.6% |
| 6M | +27.1% | -13.1% | +40.1% | +28.0% |
| YTD | -3.8% | -16.4% | +12.6% | -3.0% |
| 1Y | -12.8% | -33.1% | +20.2% | -10.2% |
| 3Y | -46.3% | +0.6% | -46.9% | -47.9% |
| 5Y | +3.6% | -26.4% | +30.0% | +2.5% |
| 10Y | +157.0% | -34.2% | +191.2% | +144.7% |
| All | +33,769.1% | +839.9% | +32,929.3% | +21,059.4% |
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