+393.6%
COHR vs NVO
-4.3%
+397.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.5% |
| 7D | +8.3% | -7.6% | +15.9% | +9.6% |
| 30D | -14.1% | -6.0% | -8.2% | -13.5% |
| 3M | -16.0% | -0.8% | -15.2% | -17.1% |
| 6M | +21.5% | +16.5% | +5.0% | +15.5% |
| YTD | +65.4% | -11.1% | +76.6% | +63.4% |
| 1Y | +195.0% | -16.7% | +211.7% | +195.6% |
| 3Y | +830.2% | -52.9% | +883.1% | +938.7% |
| All | +393.6% | -4.3% | +397.8% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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