+6,373.3%
SBUX vs NVS
+1,078.6%
+5,294.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.9% | +11.6% | +3.6% |
| 7D | -3.9% | -14.6% | +10.7% | +2.3% |
| 30D | -2.8% | -11.9% | +9.1% | +1.8% |
| 3M | +8.2% | -6.0% | +14.2% | +9.9% |
| 6M | +4.3% | -11.4% | +15.6% | +8.5% |
| YTD | +23.3% | +2.9% | +20.4% | +20.0% |
| 1Y | +24.3% | +10.2% | +14.0% | +17.1% |
| 3Y | +15.5% | +55.3% | -39.9% | -7.7% |
| 5Y | -2.7% | +89.6% | -92.3% | -29.5% |
| 10Y | +128.8% | +176.1% | -47.2% | +40.1% |
| All | +6,373.3% | +1,078.6% | +5,294.7% | +2,130.0% |
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 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