+510.4%
NVO vs XYL
+454.2%
+56.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -7.4% | -1.2% | -6.1% | -7.1% |
| 30D | -5.5% | -13.2% | +7.7% | -2.4% |
| 3M | +4.1% | -0.2% | +4.3% | +3.9% |
| 6M | +19.3% | -12.5% | +31.8% | +22.5% |
| YTD | -9.2% | -20.9% | +11.7% | -4.5% |
| 1Y | -15.0% | -21.6% | +6.5% | -10.5% |
| 3Y | -50.9% | +16.1% | -67.0% | -53.1% |
| 5Y | -0.9% | -15.6% | +14.8% | -0.4% |
| 10Y | +152.4% | +147.7% | +4.8% | +96.0% |
| All | +510.4% | +454.2% | +56.2% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling