+64.3%
XLF vs NVO
-4.3%
+68.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -1.5% | -7.6% | +6.1% | -0.6% |
| 30D | -1.2% | -6.0% | +4.8% | -0.5% |
| 3M | +9.2% | -0.8% | +10.0% | +9.1% |
| 6M | +16.3% | +16.5% | -0.1% | +13.9% |
| YTD | +5.4% | -11.1% | +16.6% | +5.9% |
| 1Y | +7.6% | -16.7% | +24.3% | +8.6% |
| 3Y | +74.2% | -52.9% | +127.1% | +81.7% |
| All | +64.3% | -4.3% | +68.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling