+169.4%
XLV vs NVO
+143.1%
+26.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.3% |
| 7D | -3.6% | -7.6% | +4.0% | -1.9% |
| 30D | -1.8% | -6.0% | +4.1% | -0.5% |
| 3M | +7.8% | -0.8% | +8.6% | +7.7% |
| 6M | +9.1% | +16.5% | -7.3% | +5.0% |
| YTD | +7.7% | -11.1% | +18.9% | +8.5% |
| 1Y | +20.4% | -16.7% | +37.1% | +22.5% |
| 3Y | +30.8% | -52.9% | +83.7% | +45.8% |
| 5Y | +34.6% | -3.0% | +37.6% | +14.1% |
| All | +169.4% | +143.1% | +26.3% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling