-56.1%
NVO vs XLP
+43.9%
-100.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.3% | +2.3% | -1.1% | +0.3% |
| 30D | +5.3% | +9.1% | -3.8% | +1.6% |
| 3M | -13.6% | +7.9% | -21.5% | -16.3% |
| 6M | -10.5% | +9.6% | -20.1% | -13.9% |
| YTD | -16.0% | +19.4% | -35.5% | -23.3% |
| 1Y | -7.0% | +22.4% | -29.4% | -16.0% |
| 3Y | -56.1% | +43.2% | -99.3% | -58.0% |
| All | -56.1% | +43.9% | -100.0% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling