+107.7%
COST vs NVO
-4.3%
+112.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -1.2% | -7.6% | +6.4% | -0.4% |
| 30D | -4.7% | -6.0% | +1.3% | -4.2% |
| 3M | -7.1% | -0.8% | -6.3% | -7.2% |
| 6M | -8.5% | +16.5% | -25.0% | -10.2% |
| YTD | +5.4% | -11.1% | +16.5% | +5.7% |
| 1Y | -5.6% | -16.7% | +11.1% | -4.9% |
| 3Y | +68.5% | -52.9% | +121.4% | +80.2% |
| All | +107.7% | -4.3% | +112.0% | +80.5% |
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