-14.9%
NVO vs COO
-19.9%
+5.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.4% | +3.1% |
| 7D | -7.4% | -23.3% | +15.9% | +0.3% |
| 30D | -5.5% | -29.5% | +24.0% | +5.2% |
| 3M | +4.1% | -20.0% | +24.1% | +10.8% |
| 6M | +19.3% | -27.2% | +46.5% | +32.8% |
| YTD | -9.2% | -33.9% | +24.7% | +5.6% |
| All | -14.9% | -19.9% | +5.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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