+218.9%
NVO vs ALLE
+211.7%
+7.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +3.3% | +3.6% | -0.3% | +2.5% |
| 30D | +9.2% | +25.9% | -16.7% | +3.5% |
| 3M | -9.8% | +15.8% | -25.5% | -12.9% |
| 6M | -10.4% | +48.1% | -58.5% | -18.8% |
| YTD | -14.1% | +22.0% | -36.1% | -18.7% |
| 1Y | -11.1% | +18.0% | -29.1% | -15.2% |
| 3Y | -54.9% | +93.1% | -148.0% | -62.3% |
| 5Y | -17.4% | +52.1% | -69.5% | -27.8% |
| All | +218.9% | +211.7% | +7.2% | +121.2% |
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