+260.3%
NVO vs ALLE
+260.9%
-0.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +6.0% | -6.8% | +12.8% | +7.8% |
| 3M | +7.9% | +21.0% | -13.2% | +2.3% |
| 6M | +27.1% | +1.1% | +26.0% | +25.9% |
| YTD | -3.8% | -0.5% | -3.3% | -4.5% |
| 1Y | -12.8% | -7.3% | -5.6% | -11.9% |
| 3Y | -46.3% | +42.3% | -88.6% | -52.1% |
| 5Y | +3.6% | +13.5% | -9.9% | -3.2% |
| 10Y | +157.0% | +144.0% | +13.0% | +81.5% |
| All | +260.3% | +260.9% | -0.5% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling