+26.9%
XLV vs NVO
-12.6%
+39.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | +4.4% | +6.0% | -1.5% | +3.8% |
| 3M | +13.2% | +7.9% | +5.4% | +12.4% |
| 6M | +10.1% | +27.1% | -17.0% | +7.8% |
| YTD | +11.7% | -3.8% | +15.5% | +10.4% |
| 1Y | +26.9% | -12.8% | +39.8% | +27.3% |
| All | +26.9% | -12.6% | +39.5% | +27.3% |
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