+599.9%
NVS vs STLA
+263.8%
+336.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +4.0% | +2.6% | +1.4% | +3.7% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | +7.8% | -24.8% | +32.6% | +10.9% |
| 6M | -0.2% | -25.6% | +25.4% | +2.7% |
| YTD | +19.6% | -48.9% | +68.5% | +27.4% |
| 1Y | +28.4% | -38.8% | +67.1% | +33.5% |
| 3Y | +76.2% | -64.5% | +140.7% | +91.4% |
| 5Y | +111.1% | -62.4% | +173.5% | +124.2% |
| 10Y | +224.3% | +55.4% | +168.9% | +191.4% |
| All | +599.9% | +263.8% | +336.1% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling