-0.9%
NVO vs STT
+153.4%
-154.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.4% | -1.4% | -6.0% | -7.1% |
| 30D | -5.5% | +2.2% | -7.7% | -5.9% |
| 3M | +4.1% | +18.8% | -14.7% | +0.5% |
| 6M | +19.3% | +57.9% | -38.6% | +8.8% |
| YTD | -9.2% | +51.0% | -60.2% | -16.5% |
| 1Y | -15.0% | +77.1% | -92.2% | -24.1% |
| 3Y | -50.9% | +199.8% | -250.7% | -59.9% |
| 5Y | -0.9% | +156.0% | -156.8% | -21.0% |
| All | -0.9% | +153.4% | -154.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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