-22.8%
STM vs NVS
+9.4%
-32.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.0% |
| 7D | +1.4% | -2.8% | +4.3% | +0.6% |
| 30D | -8.4% | +11.5% | -19.8% | -5.0% |
| 3M | -15.8% | +3.7% | -19.5% | -12.9% |
| 6M | -22.8% | +10.4% | -33.2% | -15.4% |
| All | -22.8% | +9.4% | -32.2% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling