+376.6%
USFD vs NVS
+256.0%
+120.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.4% | +2.5% | +5.9% | +7.3% |
| 30D | +12.7% | +13.6% | -0.8% | +6.7% |
| 3M | +1.1% | +4.1% | -3.0% | -1.5% |
| 6M | +30.2% | +11.8% | +18.4% | +22.4% |
| YTD | +45.8% | +22.0% | +23.8% | +31.5% |
| 1Y | +51.9% | +32.3% | +19.7% | +31.7% |
| 3Y | +158.5% | +93.6% | +64.9% | +78.4% |
| 5Y | +208.0% | +136.7% | +71.3% | +85.0% |
| 10Y | +376.6% | +254.6% | +122.0% | +150.8% |
| All | +376.6% | +256.0% | +120.6% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling