+1,077.4%
STX vs NVS
+89.9%
+987.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +9.6% | -15.4% | +24.9% | +11.0% |
| 30D | +10.6% | -12.3% | +22.9% | +11.3% |
| 3M | +4.8% | -7.8% | +12.6% | +3.9% |
| 6M | +137.3% | -13.0% | +150.2% | +138.6% |
| YTD | +222.5% | +2.8% | +219.7% | +210.1% |
| 1Y | +366.2% | +10.6% | +355.6% | +339.7% |
| 3Y | +1,352.9% | +55.1% | +1,297.8% | +1,133.5% |
| 5Y | +1,077.4% | +91.7% | +985.8% | +795.7% |
| All | +1,077.4% | +89.9% | +987.5% | +795.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling