-12.8%
NVO vs ALLE
-5.8%
-7.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +6.0% | -6.8% | +12.8% | +7.0% |
| 3M | +7.9% | +21.0% | -13.2% | +3.8% |
| 6M | +27.1% | +1.1% | +26.0% | +27.5% |
| YTD | -3.8% | -0.5% | -3.3% | -5.1% |
| 1Y | -12.8% | -7.3% | -5.6% | -10.6% |
| All | -12.8% | -5.8% | -7.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling