+17.2%
XLI vs NVO
-12.6%
+29.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -1.1% | +2.2% | -3.2% | -1.2% |
| 30D | -5.9% | +6.0% | -11.9% | -6.4% |
| 3M | -0.3% | +7.9% | -8.1% | -1.3% |
| 6M | +0.1% | +27.1% | -27.0% | -2.6% |
| YTD | +13.6% | -3.8% | +17.4% | +11.4% |
| 1Y | +17.2% | -12.8% | +30.0% | +16.4% |
| All | +17.2% | -12.6% | +29.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling