+141.2%
NVO vs ALLE
+154.9%
-13.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.4% | -2.8% | -4.6% | -6.8% |
| 30D | -5.5% | -10.2% | +4.7% | -3.2% |
| 3M | +4.1% | +17.4% | -13.3% | -0.1% |
| 6M | +19.3% | +3.3% | +16.0% | +17.7% |
| YTD | -9.2% | -4.2% | -4.9% | -9.0% |
| 1Y | -15.0% | -10.5% | -4.5% | -13.4% |
| 3Y | -50.9% | +45.4% | -96.3% | -55.9% |
| 5Y | -0.9% | +11.9% | -12.8% | -6.5% |
| All | +141.2% | +154.9% | -13.7% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling