+257.2%
XOM vs NVO
-4.3%
+261.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +4.1% | -7.6% | +11.7% | +4.2% |
| 30D | +4.6% | -6.0% | +10.5% | +4.7% |
| 3M | +14.0% | -0.8% | +14.7% | +14.0% |
| 6M | +11.0% | +16.5% | -5.5% | +10.5% |
| YTD | +40.7% | -11.1% | +51.8% | +40.6% |
| 1Y | +52.3% | -16.7% | +69.0% | +52.5% |
| 3Y | +60.5% | -52.9% | +113.4% | +61.1% |
| All | +257.2% | -4.3% | +261.5% | +229.9% |
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 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