+644.6%
STM vs NVS
+180.2%
+464.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -15.7% | +14.6% | +7.7% |
| 30D | -7.8% | -11.1% | +3.3% | -3.1% |
| 3M | -28.2% | -7.2% | -21.0% | -27.2% |
| 6M | +52.0% | -12.3% | +64.3% | +59.2% |
| YTD | +96.4% | +2.8% | +93.6% | +85.9% |
| 1Y | +98.8% | +11.9% | +86.9% | +77.9% |
| 3Y | +18.3% | +55.1% | -36.8% | -17.2% |
| 5Y | +17.7% | +94.1% | -76.3% | -32.8% |
| All | +644.6% | +180.2% | +464.4% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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