+136.0%
NVO vs XYL
+150.5%
-14.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | +1.2% | -8.8% | -7.9% |
| 30D | -6.0% | -11.9% | +6.0% | -3.1% |
| 3M | -0.8% | -1.5% | +0.8% | -0.7% |
| 6M | +16.5% | -11.9% | +28.4% | +19.5% |
| YTD | -11.1% | -20.6% | +9.5% | -6.4% |
| 1Y | -16.7% | -23.5% | +6.8% | -11.6% |
| 3Y | -52.9% | +14.9% | -67.8% | -55.0% |
| 5Y | -3.0% | -15.3% | +12.3% | -2.8% |
| All | +136.0% | +150.5% | -14.5% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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