+4,419.1%
XOM vs NVO
+31,806.5%
-27,387.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.9% | -7.4% | +9.2% | +3.1% |
| 30D | +4.1% | -5.5% | +9.6% | +4.9% |
| 3M | +10.4% | +4.1% | +6.3% | +9.4% |
| 6M | +13.0% | +19.3% | -6.3% | +9.1% |
| YTD | +40.1% | -9.2% | +49.2% | +39.7% |
| 1Y | +51.1% | -15.0% | +66.1% | +51.8% |
| 3Y | +57.7% | -50.9% | +108.6% | +67.9% |
| 5Y | +264.7% | -0.9% | +265.6% | +231.2% |
| 10Y | +193.1% | +152.4% | +40.6% | +115.2% |
| All | +4,419.1% | +31,806.5% | -27,387.5% | +1,476.1% |
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