+60.7%
COP vs NVO
-7.7%
+68.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.1% | -4.9% |
| 7D | -8.1% | +10.2% | -18.3% | -7.7% |
| 30D | +6.7% | +12.4% | -5.7% | +7.2% |
| 3M | +16.9% | -3.5% | +20.4% | +16.9% |
| 6M | +11.2% | -3.8% | +14.9% | +11.3% |
| YTD | +49.5% | -13.0% | +62.5% | +47.1% |
| 1Y | +60.7% | -8.2% | +68.9% | +56.9% |
| All | +60.7% | -7.7% | +68.3% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling