-61.9%
NVO vs UMAC
+473.8%
-535.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.3% | -2.1% |
| 7D | -7.6% | -3.4% | -4.2% | -7.5% |
| 30D | -6.0% | -15.1% | +9.1% | -5.8% |
| 3M | -0.8% | -10.8% | +10.0% | -0.9% |
| 6M | +16.5% | +15.7% | +0.8% | +14.8% |
| YTD | -11.1% | +80.1% | -91.3% | -13.4% |
| 1Y | -16.7% | +116.7% | -133.4% | -19.2% |
| All | -61.9% | +473.8% | -535.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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