+60.5%
XOM vs NVO
-51.9%
+112.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.4% |
| 7D | +4.1% | -7.6% | +11.7% | +3.9% |
| 30D | +4.6% | -6.0% | +10.5% | +4.5% |
| 3M | +14.0% | -0.8% | +14.7% | +14.0% |
| 6M | +11.0% | +16.5% | -5.5% | +11.3% |
| YTD | +40.7% | -11.1% | +51.8% | +40.5% |
| 1Y | +52.3% | -16.7% | +69.0% | +52.1% |
| 3Y | +60.5% | -52.9% | +113.4% | +58.3% |
| All | +60.5% | -51.9% | +112.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling