+19.6%
STM vs NVO
-50.2%
+69.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +1.7% | -4.7% | +6.4% | +2.7% |
| 30D | -5.2% | -5.4% | +0.3% | -4.2% |
| 3M | -29.6% | +7.0% | -36.6% | -31.3% |
| 6M | +54.4% | +17.6% | +36.7% | +46.3% |
| YTD | +99.5% | -8.0% | +107.6% | +97.5% |
| 1Y | +100.8% | -13.8% | +114.6% | +101.8% |
| All | +19.6% | -50.2% | +69.8% | +44.0% |
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