-6.7%
SBUX vs NVS
+92.9%
-99.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.5% | -14.3% | +8.8% | -1.2% |
| 30D | -8.5% | -10.0% | +1.5% | -6.0% |
| 3M | -2.9% | -10.9% | +8.0% | -0.1% |
| 6M | -1.5% | -12.0% | +10.4% | +1.7% |
| YTD | +19.4% | +2.5% | +16.9% | +16.6% |
| 1Y | +22.9% | +10.7% | +12.3% | +16.6% |
| 3Y | +11.3% | +53.3% | -42.0% | -7.6% |
| All | -6.7% | +92.9% | -99.7% | -32.1% |
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