+45.9%
CSCO vs NVO
-7.7%
+53.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.3% | +0.9% |
| 7D | -6.1% | +10.2% | -16.2% | -5.6% |
| 30D | -8.2% | +12.4% | -20.5% | -7.7% |
| 3M | -14.6% | -3.5% | -11.0% | -14.6% |
| 6M | +12.7% | -3.8% | +16.5% | +12.0% |
| YTD | +37.0% | -13.0% | +50.0% | +34.0% |
| 1Y | +45.9% | -8.2% | +54.1% | +42.2% |
| All | +45.9% | -7.7% | +53.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling