+670.4%
NVO vs LYB
+624.6%
+45.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -7.6% | +0.3% | -7.8% | -7.6% |
| 30D | -6.0% | +2.5% | -8.4% | -6.5% |
| 3M | -0.8% | +1.4% | -2.2% | -1.4% |
| 6M | +16.5% | -3.5% | +19.9% | +15.7% |
| YTD | -11.1% | +52.0% | -63.1% | -19.3% |
| 1Y | -16.7% | +22.1% | -38.8% | -21.4% |
| 3Y | -52.9% | -22.8% | -30.1% | -52.3% |
| 5Y | -3.0% | -3.4% | +0.4% | -7.0% |
| 10Y | +147.1% | +47.4% | +99.7% | +100.2% |
| All | +670.4% | +624.6% | +45.8% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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