+193.6%
COP vs NVO
-1.1%
+194.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.0% | -7.4% | +8.3% | +1.4% |
| 30D | +9.6% | -5.5% | +15.1% | +9.9% |
| 3M | +15.0% | +4.1% | +10.9% | +14.5% |
| 6M | +21.8% | +19.3% | +2.4% | +19.7% |
| YTD | +49.6% | -9.2% | +58.8% | +49.5% |
| 1Y | +49.9% | -15.0% | +64.9% | +50.4% |
| 3Y | +22.6% | -50.9% | +73.5% | +25.1% |
| 5Y | +193.6% | -0.9% | +194.5% | +165.0% |
| All | +193.6% | -1.1% | +194.7% | +165.0% |
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