-12.8%
NVO vs COR
+12.8%
-25.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.8% |
| 7D | +2.2% | +2.8% | -0.6% | +2.0% |
| 30D | +6.0% | +4.5% | +1.5% | +5.7% |
| 3M | +7.9% | +22.7% | -14.8% | +7.2% |
| 6M | +27.1% | -9.7% | +36.8% | +26.4% |
| YTD | -3.8% | -1.4% | -2.4% | -2.3% |
| 1Y | -12.8% | +13.9% | -26.8% | -8.7% |
| All | -12.8% | +12.8% | -25.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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