+94.1%
NVS vs STZ
-37.5%
+131.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -15.7% | -4.1% | -11.6% | -14.8% |
| 30D | -11.1% | -7.6% | -3.5% | -9.6% |
| 3M | -7.2% | -12.3% | +5.1% | -4.8% |
| 6M | -12.3% | -16.3% | +4.0% | -9.4% |
| YTD | +2.8% | -8.4% | +11.1% | +3.8% |
| 1Y | +11.9% | -10.8% | +22.8% | +13.5% |
| 3Y | +55.1% | -49.0% | +104.0% | +74.4% |
| 5Y | +94.1% | -36.5% | +130.5% | +97.6% |
| All | +94.1% | -37.5% | +131.6% | +97.6% |
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 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