+22.5%
STM vs NVS
+88.8%
-66.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | +3.4% |
| 7D | +5.2% | -14.6% | +19.8% | +9.6% |
| 30D | -7.4% | -11.9% | +4.6% | -4.6% |
| 3M | -30.6% | -6.0% | -24.7% | -30.7% |
| 6M | +66.4% | -11.4% | +77.8% | +70.1% |
| YTD | +101.1% | +2.9% | +98.2% | +94.1% |
| 1Y | +97.4% | +10.2% | +87.1% | +85.5% |
| 3Y | +21.1% | +55.3% | -34.2% | -1.1% |
| 5Y | +22.5% | +89.6% | -67.1% | -12.8% |
| All | +22.5% | +88.8% | -66.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling