-54.9%
NVO vs COO
-24.0%
-30.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +9.2% | +14.2% | -5.0% | +5.2% |
| 3M | -9.8% | -18.2% | +8.5% | -4.6% |
| 6M | -10.4% | +5.3% | -15.8% | -12.6% |
| YTD | -14.1% | -23.6% | +9.5% | -7.4% |
| 1Y | -11.1% | -12.7% | +1.6% | -7.9% |
| 3Y | -54.9% | -24.2% | -30.8% | -50.7% |
| All | -54.9% | -24.0% | -30.9% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling