+0.7%
NVO vs ALLE
+11.9%
-11.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.8% |
| 7D | -4.7% | -2.2% | -2.6% | -4.3% |
| 30D | -5.4% | -8.3% | +2.9% | -3.8% |
| 3M | +7.0% | +16.3% | -9.3% | +3.3% |
| 6M | +17.6% | +1.8% | +15.8% | +16.6% |
| YTD | -8.0% | -3.9% | -4.1% | -7.9% |
| 1Y | -13.8% | -10.0% | -3.8% | -12.4% |
| 3Y | -50.3% | +45.8% | -96.1% | -54.7% |
| 5Y | +0.7% | +13.3% | -12.6% | -0.7% |
| All | +0.7% | +11.9% | -11.3% | -0.7% |
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