-12.8%
NVO vs XLP
+7.6%
-20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +6.0% | -0.9% | +6.9% | +6.1% |
| 3M | +7.9% | +3.8% | +4.1% | +8.0% |
| 6M | +27.1% | -1.7% | +28.8% | +25.6% |
| YTD | -3.8% | +10.3% | -14.1% | -8.1% |
| 1Y | -12.8% | +7.8% | -20.6% | -17.3% |
| All | -12.8% | +7.6% | -20.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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