+136.0%
NVO vs STZ
-11.3%
+147.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -7.6% | -4.5% | -3.1% | -7.0% |
| 30D | -6.0% | -8.6% | +2.6% | -4.8% |
| 3M | -0.8% | -13.8% | +13.0% | +1.3% |
| 6M | +16.5% | -17.2% | +33.6% | +19.3% |
| YTD | -11.1% | -9.4% | -1.8% | -10.9% |
| 1Y | -16.7% | -11.9% | -4.9% | -16.2% |
| 3Y | -52.9% | -49.6% | -3.3% | -48.8% |
| 5Y | -3.0% | -37.2% | +34.2% | +1.5% |
| All | +136.0% | -11.3% | +147.3% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling