+141.2%
NVO vs XLP
+106.5%
+34.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -7.4% | -2.5% | -4.8% | -6.0% |
| 30D | -5.5% | -1.9% | -3.6% | -4.5% |
| 3M | +4.1% | -2.1% | +6.2% | +5.3% |
| 6M | +19.3% | -1.8% | +21.2% | +20.4% |
| YTD | -9.2% | +8.3% | -17.5% | -14.0% |
| 1Y | -15.0% | +6.8% | -21.8% | -18.9% |
| 3Y | -50.9% | +25.7% | -76.6% | -57.5% |
| 5Y | -0.9% | +31.9% | -32.8% | -17.4% |
| All | +141.2% | +106.5% | +34.7% | +62.2% |
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