+16.7%
STM vs NVO
-54.3%
+71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | +12.0% | +3.3% | +8.7% | +11.3% |
| 30D | -0.4% | +9.2% | -9.6% | -2.1% |
| 3M | -13.2% | -9.8% | -3.4% | -11.6% |
| 6M | -26.1% | -10.4% | -15.6% | -25.2% |
| YTD | +81.2% | -14.1% | +95.3% | +81.4% |
| 1Y | +98.3% | -11.1% | +109.4% | +96.3% |
| 3Y | +16.7% | -54.9% | +71.7% | +49.1% |
| All | +16.7% | -54.3% | +71.1% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling