+11.9%
NVS vs STLA
-40.1%
+52.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -15.7% | -3.8% | -11.9% | -15.4% |
| 30D | -11.1% | -3.1% | -8.0% | -10.9% |
| 3M | -7.2% | -19.6% | +12.5% | -5.8% |
| 6M | -12.3% | -23.5% | +11.1% | -10.7% |
| YTD | +2.8% | -51.5% | +54.3% | +6.2% |
| 1Y | +11.9% | -39.7% | +51.6% | +12.8% |
| All | +11.9% | -40.1% | +52.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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