+1,475.9%
XLK vs NVO
+5,751.6%
-4,275.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.8% |
| 7D | +0.2% | -7.6% | +7.8% | +2.1% |
| 30D | -0.6% | -6.0% | +5.3% | +0.7% |
| 3M | +2.6% | -0.8% | +3.3% | +2.0% |
| 6M | +34.0% | +16.5% | +17.5% | +27.6% |
| YTD | +30.7% | -11.1% | +41.8% | +31.5% |
| 1Y | +39.2% | -16.7% | +55.9% | +41.6% |
| 3Y | +120.4% | -52.9% | +173.3% | +148.6% |
| 5Y | +148.8% | -3.0% | +151.8% | +125.2% |
| 10Y | +803.3% | +147.1% | +656.2% | +529.1% |
| All | +1,475.9% | +5,751.6% | -4,275.8% | +449.9% |
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