-3.1%
NVO vs XLB
+32.8%
-35.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -7.6% | -2.8% | -4.7% | -6.1% |
| 30D | -6.0% | -3.1% | -2.9% | -4.4% |
| 3M | -0.8% | -0.2% | -0.6% | -0.8% |
| 6M | +16.5% | +3.1% | +13.4% | +14.4% |
| YTD | -11.1% | +13.3% | -24.4% | -17.2% |
| 1Y | -16.7% | +12.0% | -28.8% | -22.0% |
| 3Y | -52.9% | +31.4% | -84.3% | -59.1% |
| All | -3.1% | +32.8% | -35.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling