+1,337.5%
STX vs NVO
-50.9%
+1,388.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.5% |
| 7D | +8.0% | -7.4% | +15.3% | +8.9% |
| 30D | +5.1% | -5.5% | +10.6% | +5.6% |
| 3M | +5.8% | +4.1% | +1.6% | +3.8% |
| 6M | +124.9% | +19.3% | +105.6% | +115.0% |
| YTD | +213.9% | -9.2% | +223.1% | +208.8% |
| 1Y | +350.4% | -15.0% | +365.4% | +347.7% |
| All | +1,337.5% | -50.9% | +1,388.4% | +1,404.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling