-0.9%
NVO vs COO
-51.8%
+50.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.4% | +2.9% |
| 7D | -7.4% | -23.3% | +15.9% | -0.5% |
| 30D | -5.5% | -29.5% | +24.0% | +4.0% |
| 3M | +4.1% | -20.0% | +24.1% | +10.3% |
| 6M | +19.3% | -27.2% | +46.5% | +29.7% |
| YTD | -9.2% | -33.9% | +24.7% | +1.6% |
| 1Y | -15.0% | -19.9% | +4.9% | -10.1% |
| 3Y | -50.9% | -38.1% | -12.8% | -45.4% |
| 5Y | -0.9% | -52.0% | +51.1% | +19.7% |
| All | -0.9% | -51.8% | +50.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling