+6,161.4%
NVO vs XLP
+523.7%
+5,637.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.7% |
| 30D | +6.0% | -0.9% | +6.9% | +6.5% |
| 3M | +7.9% | +3.8% | +4.1% | +5.7% |
| 6M | +27.1% | -1.7% | +28.8% | +28.0% |
| YTD | -3.8% | +10.3% | -14.1% | -9.5% |
| 1Y | -12.8% | +7.8% | -20.6% | -17.0% |
| 3Y | -46.3% | +27.2% | -73.5% | -53.5% |
| 5Y | +3.6% | +32.5% | -28.9% | -12.7% |
| 10Y | +157.0% | +101.8% | +55.2% | +70.4% |
| All | +6,161.4% | +523.7% | +5,637.7% | +2,319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling