+2,037.8%
STM vs NVO
+15,967.1%
-13,929.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | +12.0% | +3.3% | +8.7% | +10.8% |
| 30D | -0.4% | +9.2% | -9.6% | -3.6% |
| 3M | -13.2% | -9.8% | -3.4% | -10.6% |
| 6M | -26.1% | -10.4% | -15.6% | -24.7% |
| YTD | +81.2% | -14.1% | +95.3% | +83.1% |
| 1Y | +98.3% | -11.1% | +109.4% | +97.1% |
| 3Y | +16.7% | -54.9% | +71.7% | +41.7% |
| 5Y | -4.8% | -17.4% | +12.6% | -12.7% |
| 10Y | +468.8% | +214.4% | +254.4% | +202.0% |
| All | +2,037.8% | +15,967.1% | -13,929.2% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling