-0.2%
SYY vs NVS
+27.7%
-28.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -2.3% | +4.0% | -6.3% | -3.4% |
| 30D | -4.9% | +3.6% | -8.5% | -6.0% |
| 3M | +8.4% | +7.8% | +0.6% | +5.8% |
| 6M | -7.4% | -0.2% | -7.2% | -7.1% |
| YTD | +11.0% | +19.6% | -8.6% | +6.0% |
| 1Y | -0.2% | +28.4% | -28.6% | -6.9% |
| All | -0.2% | +27.7% | -28.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling