+141.2%
NVO vs XLC
+141.1%
+0.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.1% |
| 30D | -5.4% | -0.9% | -4.6% | -5.0% |
| 3M | +7.0% | -0.3% | +7.3% | +6.9% |
| 6M | +17.6% | -5.2% | +22.8% | +20.3% |
| YTD | -8.0% | -5.3% | -2.7% | -5.8% |
| 1Y | -13.8% | -2.8% | -11.0% | -12.7% |
| 3Y | -50.3% | +71.2% | -121.5% | -60.2% |
| 5Y | +0.7% | +37.6% | -36.9% | -11.7% |
| All | +141.2% | +141.1% | +0.1% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling