-3.1%
NVO vs XLC
+39.8%
-42.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -6.0% | +2.1% | -8.1% | -6.8% |
| 3M | -0.8% | +0.7% | -1.5% | -1.2% |
| 6M | +16.5% | -3.2% | +19.7% | +17.9% |
| YTD | -11.1% | -3.8% | -7.3% | -9.6% |
| 1Y | -16.7% | -2.0% | -14.7% | -15.9% |
| 3Y | -52.9% | +71.4% | -124.3% | -61.1% |
| All | -3.1% | +39.8% | -42.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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