+317.7%
USFD vs NVS
+221.6%
+96.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | -3.0% | +4.0% | -7.0% | -4.8% |
| 30D | +3.5% | +3.6% | -0.1% | +1.7% |
| 3M | +26.6% | +7.8% | +18.8% | +21.9% |
| 6M | +11.7% | -0.2% | +11.9% | +11.3% |
| YTD | +38.1% | +19.6% | +18.6% | +26.5% |
| 1Y | +33.4% | +28.4% | +5.0% | +17.8% |
| 3Y | +155.8% | +76.2% | +79.6% | +88.1% |
| 5Y | +214.0% | +111.1% | +103.0% | +104.3% |
| 10Y | +320.4% | +224.3% | +96.1% | +132.2% |
| All | +317.7% | +221.6% | +96.0% | +129.6% |
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