+4,569.6%
COP vs NVO
+32,205.3%
-27,635.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -0.5% | -4.7% | +4.2% | +0.4% |
| 30D | +11.7% | -5.4% | +17.2% | +12.8% |
| 3M | +17.7% | +7.0% | +10.7% | +15.7% |
| 6M | +18.3% | +17.6% | +0.7% | +13.6% |
| YTD | +49.1% | -8.0% | +57.1% | +48.3% |
| 1Y | +53.3% | -13.8% | +67.2% | +53.8% |
| 3Y | +22.2% | -50.3% | +72.4% | +31.5% |
| 5Y | +193.3% | +0.7% | +192.7% | +164.3% |
| 10Y | +340.2% | +155.6% | +184.6% | +214.9% |
| All | +4,569.6% | +32,205.3% | -27,635.7% | +1,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling