+827.2%
STM vs NVS
+1,269.4%
-442.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.1% |
| 7D | +5.8% | +4.0% | +1.8% | +2.8% |
| 30D | -1.0% | +3.6% | -4.6% | -3.8% |
| 3M | -33.3% | +7.8% | -41.1% | -37.6% |
| 6M | +57.4% | -0.2% | +57.5% | +54.5% |
| YTD | +102.2% | +19.6% | +82.6% | +76.0% |
| 1Y | +99.6% | +28.4% | +71.2% | +65.4% |
| 3Y | +14.5% | +76.2% | -61.7% | -25.4% |
| 5Y | +21.4% | +111.1% | -89.7% | -31.6% |
| 10Y | +695.0% | +224.3% | +470.7% | +236.8% |
| All | +827.2% | +1,269.4% | -442.2% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling