+135.2%
NVS vs STZ
-29.4%
+164.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.3% | +2.6% | -3.8% | -1.8% |
| 30D | +9.3% | +15.2% | -5.9% | +6.0% |
| 3M | +5.8% | +7.6% | -1.9% | +4.0% |
| 6M | +7.2% | +5.3% | +1.9% | +5.6% |
| YTD | +20.0% | +8.6% | +11.3% | +16.8% |
| 1Y | +25.4% | +15.6% | +9.8% | +20.3% |
| 3Y | +89.2% | -35.2% | +124.4% | +101.4% |
| All | +135.2% | -29.4% | +164.6% | +138.4% |
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