-8.2%
NVO vs STZ
+14.7%
-22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.4% | +4.6% |
| 7D | +10.2% | +13.0% | -2.8% | +9.6% |
| 30D | +12.4% | +29.4% | -17.1% | +11.8% |
| 3M | -3.5% | +11.6% | -15.1% | -4.1% |
| 6M | -3.8% | -0.2% | -3.5% | -5.6% |
| YTD | -13.0% | +8.6% | -21.5% | -20.7% |
| 1Y | -8.2% | +15.9% | -24.1% | -23.8% |
| All | -8.2% | +14.7% | -22.9% | -23.8% |
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