+315.7%
USFD vs NVS
+177.6%
+138.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -7.0% | -15.4% | +8.4% | -0.5% |
| 30D | -10.3% | -12.3% | +2.0% | -5.8% |
| 3M | +9.2% | -7.8% | +17.0% | +11.9% |
| 6M | +7.4% | -13.0% | +20.4% | +12.9% |
| YTD | +29.4% | +2.8% | +26.6% | +25.8% |
| 1Y | +24.8% | +10.6% | +14.2% | +16.9% |
| 3Y | +150.0% | +55.1% | +94.9% | +91.9% |
| 5Y | +195.5% | +91.7% | +103.8% | +96.8% |
| 10Y | +315.7% | +181.2% | +134.5% | +141.8% |
| All | +315.7% | +177.6% | +138.1% | +141.8% |
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