-12.8%
NVO vs STZ
-10.2%
-2.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +2.2% | -1.9% | +4.1% | +2.2% |
| 30D | +6.0% | -1.9% | +7.9% | +6.0% |
| 3M | +7.9% | -6.2% | +14.1% | +7.8% |
| 6M | +27.1% | -14.0% | +41.1% | +25.9% |
| YTD | -3.8% | -5.1% | +1.3% | -10.7% |
| 1Y | -12.8% | -9.6% | -3.3% | -19.1% |
| All | -12.8% | -10.2% | -2.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling