+19.3%
NVO vs COF
+11.6%
+7.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | -7.4% | -6.1% | -1.3% | -5.9% |
| 30D | -5.5% | -5.2% | -0.3% | -4.3% |
| 3M | +4.1% | +17.0% | -12.9% | -0.4% |
| 6M | +19.3% | +12.9% | +6.4% | +14.4% |
| All | +19.3% | +11.6% | +7.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 6mo: compounded portfolio wealth divided by compounded COF 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…
6mo analysis · Full analysis span regression · 6 months rolling