+3,343.4%
STX vs NVO
+143.1%
+3,200.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | -2.3% | -7.6% | +5.3% | -0.8% |
| 30D | -5.5% | -6.0% | +0.5% | -4.6% |
| 3M | -4.3% | -0.8% | -3.5% | -5.4% |
| 6M | +115.6% | +16.5% | +99.2% | +105.2% |
| YTD | +202.2% | -11.1% | +213.3% | +200.5% |
| 1Y | +325.3% | -16.7% | +342.0% | +328.1% |
| 3Y | +1,283.9% | -52.9% | +1,336.8% | +1,422.5% |
| 5Y | +1,048.3% | -3.0% | +1,051.3% | +874.5% |
| All | +3,343.4% | +143.1% | +3,200.3% | +2,068.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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