+19,474.5%
NVO vs STZ
+9,075.1%
+10,399.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.3% |
| 7D | +0.1% | -7.4% | +7.5% | +1.1% |
| 30D | -3.2% | -10.9% | +7.7% | -1.7% |
| 3M | +11.5% | -13.4% | +24.9% | +13.6% |
| 6M | +22.9% | -16.2% | +39.1% | +25.5% |
| YTD | -6.8% | -10.4% | +3.6% | -6.1% |
| 1Y | -12.6% | -14.8% | +2.1% | -11.4% |
| 3Y | -49.6% | -50.1% | +0.6% | -45.4% |
| 5Y | +0.6% | -38.8% | +39.4% | +5.5% |
| 10Y | +148.3% | -14.1% | +162.4% | +142.9% |
| All | +19,474.5% | +9,075.1% | +10,399.4% | +11,967.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling