+15,526.5%
NVO vs COR
+17,138.4%
-1,611.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -4.7% | -3.9% | -0.8% | -4.0% |
| 30D | -5.4% | -0.3% | -5.1% | -5.4% |
| 3M | +7.0% | +15.9% | -8.9% | +4.2% |
| 6M | +17.6% | -10.3% | +27.9% | +19.3% |
| YTD | -8.0% | -3.7% | -4.3% | -8.1% |
| 1Y | -13.8% | +9.1% | -22.9% | -15.9% |
| 3Y | -50.3% | +86.6% | -136.8% | -56.2% |
| 5Y | +0.7% | +180.9% | -180.3% | -18.0% |
| 10Y | +155.6% | +407.4% | -251.8% | +82.9% |
| All | +15,526.5% | +17,138.4% | -1,611.9% | +7,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling