+673.8%
STX vs NVS
+90.8%
+583.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +14.6% | -1.3% | +15.9% | +14.5% |
| 30D | -26.0% | +9.3% | -35.2% | -25.5% |
| 3M | -42.6% | +5.8% | -48.4% | -42.6% |
| 6M | -35.3% | +7.2% | -42.4% | -35.7% |
| YTD | +92.5% | +20.0% | +72.5% | +86.7% |
| 1Y | +102.4% | +25.4% | +77.0% | +94.5% |
| 3Y | +673.8% | +89.2% | +584.6% | +572.4% |
| All | +673.8% | +90.8% | +583.0% | +572.4% |
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