+1,269.4%
NVS vs STZ
+4,944.3%
-3,674.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +4.0% | -1.9% | +5.9% | +4.3% |
| 30D | +3.6% | -1.9% | +5.5% | +3.8% |
| 3M | +7.8% | -6.2% | +14.0% | +8.7% |
| 6M | -0.2% | -14.0% | +13.8% | +1.9% |
| YTD | +19.6% | -5.1% | +24.7% | +20.0% |
| 1Y | +28.4% | -9.6% | +37.9% | +29.6% |
| 3Y | +76.2% | -47.2% | +123.4% | +92.2% |
| 5Y | +111.1% | -33.6% | +144.7% | +120.9% |
| 10Y | +224.3% | -9.8% | +234.0% | +215.6% |
| All | +1,269.4% | +4,944.3% | -3,674.9% | +712.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling