+5,967.9%
NVO vs XLB
+813.8%
+5,154.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -3.2% | -1.7% | -1.5% | -2.5% |
| 3M | +11.5% | +4.4% | +7.1% | +9.5% |
| 6M | +22.9% | +5.0% | +17.9% | +20.3% |
| YTD | -6.8% | +15.5% | -22.3% | -12.4% |
| 1Y | -12.6% | +14.9% | -27.6% | -17.7% |
| 3Y | -49.6% | +34.5% | -84.1% | -55.5% |
| 5Y | +0.6% | +36.5% | -36.0% | -12.5% |
| 10Y | +148.3% | +159.6% | -11.3% | +61.8% |
| All | +5,967.9% | +813.8% | +5,154.1% | +2,562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling