+113.4%
CSCO vs NVO
-1.1%
+114.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.1% | -7.4% | +6.3% | -0.6% |
| 30D | -10.8% | -5.5% | -5.3% | -10.5% |
| 3M | -9.2% | +4.1% | -13.3% | -9.8% |
| 6M | +39.5% | +19.3% | +20.2% | +36.8% |
| YTD | +41.5% | -9.2% | +50.7% | +41.0% |
| 1Y | +61.0% | -15.0% | +76.0% | +61.1% |
| 3Y | +105.2% | -50.9% | +156.1% | +110.6% |
| 5Y | +113.4% | -0.9% | +114.3% | +85.3% |
| All | +113.4% | -1.1% | +114.5% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling