+108.4%
CSCO vs NVO
-50.2%
+158.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.3% |
| 7D | 0.0% | -4.7% | +4.7% | +0.1% |
| 30D | -10.7% | -5.4% | -5.3% | -10.6% |
| 3M | -8.7% | +7.0% | -15.7% | -9.3% |
| 6M | +44.9% | +17.6% | +27.3% | +42.9% |
| YTD | +44.1% | -8.0% | +52.2% | +43.4% |
| 1Y | +65.9% | -13.8% | +79.7% | +65.6% |
| All | +108.4% | -50.2% | +158.6% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling