+1,337.5%
STX vs NVS
+54.6%
+1,282.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | -15.7% | +23.7% | +7.4% |
| 30D | +5.1% | -11.1% | +16.2% | +4.3% |
| 3M | +5.8% | -7.2% | +12.9% | +4.0% |
| 6M | +124.9% | -12.3% | +137.3% | +123.7% |
| YTD | +213.9% | +2.8% | +211.1% | +201.8% |
| 1Y | +350.4% | +11.9% | +338.5% | +326.5% |
| All | +1,337.5% | +54.6% | +1,282.9% | +1,176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling