+476.2%
STX vs NVS
+134.2%
+342.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +14.6% | -1.3% | +15.9% | +14.7% |
| 30D | -26.0% | +9.3% | -35.2% | -26.4% |
| 3M | -42.6% | +5.8% | -48.4% | -43.2% |
| 6M | -35.3% | +7.2% | -42.4% | -36.6% |
| YTD | +92.5% | +20.0% | +72.5% | +82.8% |
| 1Y | +102.4% | +25.4% | +77.0% | +90.0% |
| 3Y | +673.8% | +89.2% | +584.6% | +539.2% |
| All | +476.2% | +134.2% | +342.0% | +314.2% |
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 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