+123.9%
SBUX vs NVS
+179.5%
-55.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.5% | -14.3% | +8.8% | +0.6% |
| 30D | -8.5% | -10.0% | +1.5% | -5.0% |
| 3M | -2.9% | -10.9% | +8.0% | +1.0% |
| 6M | -1.5% | -12.0% | +10.4% | +2.9% |
| YTD | +19.4% | +2.5% | +16.9% | +15.7% |
| 1Y | +22.9% | +10.7% | +12.3% | +14.6% |
| 3Y | +11.3% | +53.3% | -42.0% | -13.5% |
| 5Y | -6.9% | +93.6% | -100.5% | -37.5% |
| All | +123.9% | +179.5% | -55.6% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling