+9,929.9%
STX vs NVS
+950.0%
+8,979.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.2% |
| 7D | +14.6% | -1.3% | +15.9% | +15.2% |
| 30D | -26.0% | +9.3% | -35.2% | -29.0% |
| 3M | -42.6% | +5.8% | -48.4% | -45.2% |
| 6M | -35.3% | +7.2% | -42.4% | -39.3% |
| YTD | +92.5% | +20.0% | +72.5% | +70.0% |
| 1Y | +102.4% | +25.4% | +77.0% | +74.7% |
| 3Y | +673.8% | +89.2% | +584.6% | +428.8% |
| 5Y | +463.1% | +134.6% | +328.4% | +235.4% |
| 10Y | +2,014.6% | +251.4% | +1,763.2% | +891.6% |
| All | +9,929.9% | +950.0% | +8,979.8% | +2,627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling