+24.9%
COP vs NVO
-50.9%
+75.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +1.0% | -7.4% | +8.3% | +1.2% |
| 30D | +9.6% | -5.5% | +15.1% | +9.7% |
| 3M | +15.0% | +4.1% | +10.9% | +14.8% |
| 6M | +21.8% | +19.3% | +2.4% | +20.6% |
| YTD | +49.6% | -9.2% | +58.8% | +49.5% |
| 1Y | +49.9% | -15.0% | +64.9% | +50.1% |
| All | +24.9% | -50.9% | +75.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling