+16,011.1%
STX vs NVS
+946.7%
+15,064.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.2% |
| 7D | +2.4% | +4.0% | -1.7% | +0.2% |
| 30D | +1.4% | +3.6% | -2.2% | -1.0% |
| 3M | -8.2% | +7.8% | -16.0% | -12.8% |
| 6M | +127.0% | -0.2% | +127.2% | +123.3% |
| YTD | +209.1% | +19.6% | +189.6% | +177.3% |
| 1Y | +365.4% | +28.4% | +337.1% | +301.9% |
| 3Y | +1,135.4% | +76.2% | +1,059.2% | +786.7% |
| 5Y | +991.5% | +111.1% | +880.4% | +598.1% |
| 10Y | +3,695.8% | +224.3% | +3,471.6% | +1,780.7% |
| All | +16,011.1% | +946.7% | +15,064.4% | +4,348.6% |
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