-51.3%
NVO vs COO
-27.8%
-23.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +0.6% |
| 7D | -4.7% | -9.0% | +4.2% | -2.0% |
| 30D | -5.4% | -16.8% | +11.4% | -0.1% |
| 3M | +7.0% | -7.5% | +14.5% | +9.3% |
| 6M | +17.6% | -16.3% | +33.9% | +23.8% |
| YTD | -8.0% | -22.5% | +14.5% | -0.8% |
| 1Y | -13.8% | -7.0% | -6.9% | -12.1% |
| All | -51.3% | -27.8% | -23.5% | -48.2% |
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 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