+69.1%
CSCO vs NVO
-15.7%
+84.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.3% |
| 7D | +2.7% | -7.6% | +10.3% | +2.5% |
| 30D | -9.5% | -6.0% | -3.5% | -9.6% |
| 3M | -7.6% | -0.8% | -6.8% | -8.1% |
| 6M | +44.9% | +16.5% | +28.4% | +42.7% |
| YTD | +47.7% | -11.1% | +58.8% | +45.0% |
| 1Y | +69.1% | -16.7% | +85.8% | +67.6% |
| All | +69.1% | -15.7% | +84.7% | +67.6% |
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 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