+365.4%
STX vs NVS
+27.7%
+337.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.0% |
| 7D | +2.4% | +4.0% | -1.7% | +3.1% |
| 30D | +1.4% | +3.6% | -2.2% | +2.2% |
| 3M | -8.2% | +7.8% | -16.0% | -8.3% |
| 6M | +127.0% | -0.2% | +127.2% | +132.8% |
| YTD | +209.1% | +19.6% | +189.6% | +197.7% |
| 1Y | +365.4% | +28.4% | +337.1% | +348.9% |
| All | +365.4% | +27.7% | +337.7% | +348.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling