+726.1%
STM vs NVS
+1,271.6%
-545.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +16.3% | -1.0% | +17.3% | +17.0% |
| 30D | -6.3% | +12.5% | -18.8% | -13.3% |
| 3M | -14.1% | +5.2% | -19.3% | -18.7% |
| 6M | -19.6% | +8.2% | -27.7% | -26.3% |
| YTD | +80.1% | +19.8% | +60.4% | +54.3% |
| 1Y | +95.4% | +24.8% | +70.5% | +62.9% |
| 3Y | +14.7% | +90.0% | -75.3% | -29.9% |
| 5Y | -5.4% | +134.3% | -139.6% | -51.1% |
| 10Y | +465.5% | +250.8% | +214.7% | +124.0% |
| All | +726.1% | +1,271.6% | -545.5% | +87.6% |
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