+11.8%
SBUX vs NVS
+54.6%
-42.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.2% | -15.7% | +9.5% | -2.5% |
| 30D | -6.4% | -11.1% | +4.6% | -4.1% |
| 3M | +1.0% | -7.2% | +8.2% | +2.2% |
| 6M | -0.4% | -12.3% | +11.9% | +2.3% |
| YTD | +20.0% | +2.8% | +17.2% | +17.7% |
| 1Y | +22.8% | +11.9% | +10.8% | +17.5% |
| All | +11.8% | +54.6% | -42.7% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling