-0.9%
NVO vs STZ
-37.5%
+36.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -7.4% | -4.1% | -3.3% | -6.8% |
| 30D | -5.5% | -7.6% | +2.1% | -4.4% |
| 3M | +4.1% | -12.3% | +16.4% | +6.0% |
| 6M | +19.3% | -16.3% | +35.6% | +22.0% |
| YTD | -9.2% | -8.4% | -0.8% | -9.9% |
| 1Y | -15.0% | -10.8% | -4.2% | -15.3% |
| 3Y | -50.9% | -49.0% | -1.9% | -46.3% |
| 5Y | -0.9% | -36.5% | +35.6% | -1.4% |
| All | -0.9% | -37.5% | +36.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling