+11,570.3%
COST vs NVO
+31,806.5%
-20,236.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.5% | -7.4% | +4.9% | -1.3% |
| 30D | -4.4% | -5.5% | +1.1% | -3.7% |
| 3M | -8.1% | +4.1% | -12.2% | -8.9% |
| 6M | -9.2% | +19.3% | -28.6% | -12.2% |
| YTD | +5.1% | -9.2% | +14.3% | +5.2% |
| 1Y | -5.1% | -15.0% | +9.9% | -4.4% |
| 3Y | +70.4% | -50.9% | +121.2% | +82.8% |
| 5Y | +104.7% | -0.9% | +105.6% | +91.4% |
| 10Y | +608.8% | +152.4% | +456.4% | +458.2% |
| All | +11,570.3% | +31,806.5% | -20,236.3% | +3,622.6% |
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