+36.0%
NVS vs STZ
+14.7%
+21.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +2.6% |
| 7D | +5.7% | +13.0% | -7.3% | +3.3% |
| 30D | +17.1% | +29.4% | -12.4% | +11.3% |
| 3M | +7.6% | +11.6% | -3.9% | +5.2% |
| 6M | +14.1% | -0.2% | +14.3% | +12.7% |
| YTD | +23.3% | +8.6% | +14.8% | +21.7% |
| 1Y | +36.0% | +15.9% | +20.1% | +30.6% |
| All | +36.0% | +14.7% | +21.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling