+1,829.5%
SYY vs NVS
+1,076.7%
+752.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -0.2% | -15.4% | +15.1% | +5.3% |
| 30D | -2.7% | -12.3% | +9.6% | +1.2% |
| 3M | +5.9% | -7.8% | +13.7% | +8.1% |
| 6M | -2.3% | -13.0% | +10.7% | +1.6% |
| YTD | +13.1% | +2.8% | +10.3% | +10.7% |
| 1Y | +3.8% | +10.6% | -6.9% | -1.3% |
| 3Y | +26.7% | +55.1% | -28.3% | +5.7% |
| 5Y | +19.4% | +91.7% | -72.3% | -8.4% |
| 10Y | +112.0% | +181.2% | -69.2% | +43.7% |
| All | +1,829.5% | +1,076.7% | +752.8% | +747.4% |
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