-3.1%
NVO vs XLY
+28.1%
-31.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -7.6% | -1.7% | -5.9% | -7.0% |
| 30D | -6.0% | -4.2% | -1.8% | -4.5% |
| 3M | -0.8% | -2.7% | +1.9% | 0.0% |
| 6M | +16.5% | -0.6% | +17.1% | +16.4% |
| YTD | -11.1% | -5.0% | -6.1% | -9.4% |
| 1Y | -16.7% | -4.1% | -12.6% | -15.4% |
| 3Y | -52.9% | +33.6% | -86.5% | -57.1% |
| All | -3.1% | +28.1% | -31.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 5y: compounded portfolio wealth divided by compounded XLY 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…
5y analysis · Full analysis span regression · 6 months rolling