+644.6%
STM vs NVO
+148.4%
+496.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | -1.1% | -7.4% | +6.3% | +1.2% |
| 30D | -7.8% | -5.5% | -2.3% | -6.4% |
| 3M | -28.2% | +4.1% | -32.3% | -29.9% |
| 6M | +52.0% | +19.3% | +32.6% | +41.1% |
| YTD | +96.4% | -9.2% | +105.6% | +95.4% |
| 1Y | +98.8% | -15.0% | +113.8% | +101.5% |
| 3Y | +18.3% | -50.9% | +69.1% | +37.0% |
| 5Y | +17.7% | -0.9% | +18.6% | -3.9% |
| All | +644.6% | +148.4% | +496.2% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling