+5,687.1%
NVO vs XLY
+1,114.2%
+4,572.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -7.6% | -1.7% | -5.9% | -6.9% |
| 30D | -6.0% | -4.2% | -1.8% | -4.3% |
| 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% | -9.3% |
| 1Y | -16.7% | -4.1% | -12.6% | -15.3% |
| 3Y | -52.9% | +33.6% | -86.5% | -58.5% |
| 5Y | -3.0% | +28.7% | -31.7% | -15.3% |
| 10Y | +147.1% | +219.6% | -72.6% | +44.6% |
| All | +5,687.1% | +1,114.2% | +4,572.9% | +1,957.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling