+220,291.7%
CSCO vs NVO
+32,155.2%
+188,136.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.6% |
| 3M | -11.7% | +11.5% | -23.2% | -14.4% |
| 6M | +40.1% | +22.9% | +17.2% | +32.3% |
| YTD | +43.8% | -6.8% | +50.6% | +42.5% |
| 1Y | +66.6% | -12.6% | +79.3% | +66.6% |
| 3Y | +108.5% | -49.6% | +158.1% | +126.0% |
| 5Y | +114.0% | +0.6% | +113.4% | +89.6% |
| 10Y | +366.8% | +148.3% | +218.6% | +220.7% |
| All | +220,291.7% | +32,155.2% | +188,136.5% | +33,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling