-8.2%
NVO vs XYZ
+19.9%
-28.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +15.3% | -10.4% | -0.4% |
| 7D | +10.2% | +16.5% | -6.4% | +4.1% |
| 30D | +12.4% | +15.0% | -2.6% | +6.6% |
| 3M | -3.5% | +3.5% | -7.1% | -5.3% |
| 6M | -3.8% | +21.9% | -25.6% | -12.0% |
| YTD | -13.0% | +34.6% | -47.6% | -22.7% |
| 1Y | -8.2% | +20.7% | -29.0% | -15.0% |
| All | -8.2% | +19.9% | -28.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling