-52.9%
NVO vs OXY
-1.2%
-51.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -7.6% | +2.8% | -10.4% | -7.6% |
| 30D | -6.0% | +5.5% | -11.4% | -6.0% |
| 3M | -0.8% | +11.3% | -12.1% | -0.9% |
| 6M | +16.5% | +11.6% | +4.9% | +15.8% |
| YTD | -11.1% | +51.6% | -62.7% | -13.9% |
| 1Y | -16.7% | +36.2% | -52.9% | -18.4% |
| 3Y | -52.9% | +1.7% | -54.6% | -54.8% |
| All | -52.9% | -1.2% | -51.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 3y: compounded portfolio wealth divided by compounded OXY 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…
3y analysis · Full analysis span regression · 6 months rolling