+906.3%
XBI vs NVO
+2,236.3%
-1,330.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -4.6% | -7.6% | +2.9% | -2.0% |
| 30D | -2.0% | -6.0% | +4.0% | +0.1% |
| 3M | +17.8% | -0.8% | +18.6% | +17.5% |
| 6M | +23.7% | +16.5% | +7.3% | +16.4% |
| YTD | +28.2% | -11.1% | +39.4% | +29.7% |
| 1Y | +64.0% | -16.7% | +80.7% | +68.5% |
| 3Y | +99.4% | -52.9% | +152.3% | +136.0% |
| 5Y | +19.3% | -3.0% | +22.3% | -0.3% |
| 10Y | +158.7% | +147.1% | +11.7% | +40.4% |
| All | +906.3% | +2,236.3% | -1,330.0% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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