-21.9%
NVO vs BAM
+67.8%
-89.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.6% |
| 7D | -4.7% | -3.9% | -0.8% | -3.4% |
| 30D | -5.4% | -8.8% | +3.4% | -2.6% |
| 3M | +7.0% | +2.2% | +4.8% | +5.7% |
| 6M | +17.6% | +5.9% | +11.7% | +14.6% |
| YTD | -8.0% | -6.1% | -1.9% | -6.5% |
| 1Y | -13.8% | -11.6% | -2.2% | -11.1% |
| 3Y | -50.3% | +51.7% | -101.9% | -54.3% |
| All | -21.9% | +67.8% | -89.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling