-8.2%
NVO vs XLB
+29.8%
-38.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +3.4% |
| 7D | +10.2% | +3.9% | +6.2% | +7.6% |
| 30D | +12.4% | +8.9% | +3.5% | +6.7% |
| 3M | -3.5% | +4.1% | -7.7% | -5.9% |
| 6M | -3.8% | +7.3% | -11.1% | -8.0% |
| YTD | -13.0% | +20.4% | -33.3% | -28.1% |
| 1Y | -8.2% | +29.5% | -37.8% | -32.8% |
| All | -8.2% | +29.8% | -38.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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