+646.0%
NVO vs COPX
+179.5%
+466.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -7.6% | -2.3% | -5.2% | -7.2% |
| 30D | -6.0% | +0.3% | -6.2% | -6.2% |
| 3M | -0.8% | +6.8% | -7.6% | -2.9% |
| 6M | +16.5% | +7.9% | +8.5% | +12.9% |
| YTD | -11.1% | +23.7% | -34.9% | -17.2% |
| 1Y | -16.7% | +71.5% | -88.3% | -28.0% |
| 3Y | -52.9% | +149.1% | -202.0% | -63.2% |
| 5Y | -3.0% | +167.3% | -170.3% | -27.0% |
| 10Y | +147.1% | +568.5% | -421.5% | +38.2% |
| All | +646.0% | +179.5% | +466.5% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 all: compounded portfolio wealth divided by compounded COPX 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…
all analysis · Full analysis span regression · 6 months rolling