+203.7%
NVO vs XLP
+129.0%
+74.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.3% | +2.3% | -1.1% | 0.0% |
| 30D | +5.3% | +9.1% | -3.8% | +0.3% |
| 3M | -13.6% | +7.9% | -21.5% | -17.2% |
| 6M | -10.5% | +9.6% | -20.1% | -15.1% |
| YTD | -16.0% | +19.4% | -35.5% | -24.7% |
| 1Y | -7.0% | +22.4% | -29.4% | -17.8% |
| 3Y | -56.1% | +43.2% | -99.3% | -64.8% |
| 5Y | -19.0% | +42.6% | -61.6% | -35.4% |
| 10Y | +203.7% | +135.4% | +68.2% | +90.7% |
| All | +203.7% | +129.0% | +74.6% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling