-19.0%
NVO vs ALLE
+53.5%
-72.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +5.3% | +25.9% | -20.6% | +0.6% |
| 3M | -13.6% | +14.9% | -28.5% | -16.1% |
| 6M | -10.5% | +42.1% | -52.6% | -17.0% |
| YTD | -16.0% | +20.4% | -36.4% | -19.6% |
| 1Y | -7.0% | +14.9% | -21.8% | -10.0% |
| 3Y | -56.1% | +90.1% | -146.2% | -62.1% |
| 5Y | -19.0% | +53.0% | -72.0% | -24.9% |
| All | -19.0% | +53.5% | -72.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling