-51.9%
NVO vs ALM
+1,934.4%
-1,986.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.0% |
| 7D | -7.4% | -7.1% | -0.2% | -7.2% |
| 30D | -5.5% | +24.7% | -30.2% | -6.0% |
| 3M | +4.1% | +8.3% | -4.2% | +3.6% |
| 6M | +19.3% | -22.2% | +41.5% | +19.5% |
| YTD | -9.2% | +88.1% | -97.3% | -11.4% |
| 1Y | -15.0% | +272.4% | -287.4% | -19.7% |
| All | -51.9% | +1,934.4% | -1,986.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling