+136.0%
NVO vs XYZ
+610.4%
-474.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -4.3% | -3.3% | -7.1% |
| 30D | -6.0% | +1.2% | -7.2% | -6.1% |
| 3M | -0.8% | +14.6% | -15.4% | -2.6% |
| 6M | +16.5% | +22.6% | -6.1% | +13.2% |
| YTD | -11.1% | +21.7% | -32.8% | -13.7% |
| 1Y | -16.7% | +6.7% | -23.4% | -18.0% |
| 3Y | -52.9% | +46.8% | -99.8% | -56.6% |
| 5Y | -3.0% | -68.0% | +65.1% | +2.2% |
| All | +136.0% | +610.4% | -474.4% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling