+148.7%
XLK vs NVO
-4.3%
+153.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.7% |
| 7D | +0.2% | -7.6% | +7.8% | +1.5% |
| 30D | -0.6% | -6.0% | +5.3% | +0.3% |
| 3M | +2.6% | -0.8% | +3.3% | +2.0% |
| 6M | +34.0% | +16.5% | +17.5% | +29.1% |
| YTD | +30.7% | -11.1% | +41.8% | +31.0% |
| 1Y | +39.2% | -16.7% | +55.9% | +40.8% |
| 3Y | +120.4% | -52.9% | +173.3% | +141.2% |
| All | +148.7% | -4.3% | +153.0% | +106.2% |
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