-3.1%
NVO vs ALM
+839.2%
-842.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.0% |
| 7D | -7.6% | -11.8% | +4.3% | -7.3% |
| 30D | -6.0% | +7.8% | -13.8% | -6.2% |
| 3M | -0.8% | -9.3% | +8.5% | -0.7% |
| 6M | +16.5% | -30.5% | +46.9% | +17.0% |
| YTD | -11.1% | +75.8% | -86.9% | -13.2% |
| 1Y | -16.7% | +241.2% | -257.9% | -20.9% |
| 3Y | -52.9% | +1,872.6% | -1,925.5% | -58.7% |
| All | -3.1% | +839.2% | -842.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling