+23.6%
SYY vs NVS
+92.9%
-69.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.9% | -14.3% | +18.2% | +8.8% |
| 30D | -1.7% | -10.0% | +8.2% | +0.9% |
| 3M | +5.2% | -10.9% | +16.1% | +8.3% |
| 6M | -0.2% | -12.0% | +11.8% | +3.1% |
| YTD | +15.4% | +2.5% | +12.9% | +12.5% |
| 1Y | +5.6% | +10.7% | -5.1% | -0.1% |
| 3Y | +28.9% | +53.3% | -24.4% | +5.9% |
| All | +23.6% | +92.9% | -69.4% | -10.9% |
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 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