+379.9%
CSCO vs NVO
+143.1%
+236.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.7% |
| 7D | +2.7% | -7.6% | +10.3% | +3.8% |
| 30D | -9.5% | -6.0% | -3.5% | -8.8% |
| 3M | -7.6% | -0.8% | -6.8% | -8.0% |
| 6M | +44.9% | +16.5% | +28.4% | +40.2% |
| YTD | +47.7% | -11.1% | +58.8% | +47.6% |
| 1Y | +69.1% | -16.7% | +85.8% | +70.2% |
| 3Y | +113.5% | -52.9% | +166.4% | +128.8% |
| 5Y | +122.8% | -3.0% | +125.7% | +89.5% |
| All | +379.9% | +143.1% | +236.9% | +218.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling