-24.6%
NVO vs BAM
+66.2%
-90.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -6.6% | -1.0% | -5.5% |
| 30D | -6.0% | -12.4% | +6.5% | -1.8% |
| 3M | -0.8% | +2.4% | -3.1% | -2.0% |
| 6M | +16.5% | +7.9% | +8.5% | +12.8% |
| YTD | -11.1% | -7.0% | -4.1% | -9.3% |
| 1Y | -16.7% | -13.4% | -3.3% | -13.6% |
| 3Y | -52.9% | +46.9% | -99.8% | -56.6% |
| All | -24.6% | +66.2% | -90.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling