+1,972.8%
STX vs NVS
+260.1%
+1,712.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +14.6% | -1.3% | +15.9% | +15.0% |
| 30D | -26.0% | +9.3% | -35.2% | -28.2% |
| 3M | -42.6% | +5.8% | -48.4% | -44.6% |
| 6M | -35.3% | +7.2% | -42.4% | -38.5% |
| YTD | +92.5% | +20.0% | +72.5% | +73.2% |
| 1Y | +102.4% | +25.4% | +77.0% | +78.4% |
| 3Y | +673.8% | +89.2% | +584.6% | +446.4% |
| 5Y | +463.1% | +134.6% | +328.4% | +241.1% |
| All | +1,972.8% | +260.1% | +1,712.8% | +757.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling