+20.7%
XLK vs NVO
-7.7%
+28.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.3% |
| 7D | -7.6% | +10.2% | -17.8% | -8.2% |
| 30D | -12.2% | +12.4% | -24.5% | -12.9% |
| 3M | -5.5% | -3.5% | -1.9% | -5.3% |
| 6M | +9.2% | -3.8% | +12.9% | +8.5% |
| YTD | +23.0% | -13.0% | +36.0% | +22.0% |
| 1Y | +20.7% | -8.2% | +28.9% | +19.0% |
| All | +20.7% | -7.7% | +28.4% | +19.0% |
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 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