+212.6%
USFD vs NVS
+88.8%
+123.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.9% | +13.0% | +3.6% |
| 7D | -3.3% | -14.6% | +11.3% | +1.3% |
| 30D | -5.3% | -11.9% | +6.6% | -2.0% |
| 3M | +18.8% | -6.0% | +24.7% | +20.1% |
| 6M | +14.3% | -11.4% | +25.7% | +17.8% |
| YTD | +36.9% | +2.9% | +34.0% | +34.1% |
| 1Y | +31.7% | +10.2% | +21.5% | +25.8% |
| 3Y | +164.5% | +55.3% | +109.2% | +113.0% |
| 5Y | +212.6% | +89.6% | +123.0% | +113.1% |
| All | +212.6% | +88.8% | +123.8% | +113.1% |
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