+328.2%
USFD vs NVS
+226.8%
+101.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +11.1% | +13.4% | -2.4% | +5.3% |
| 3M | -0.3% | +5.4% | -5.7% | -3.3% |
| 6M | +15.9% | +9.6% | +6.3% | +10.2% |
| YTD | +41.6% | +21.5% | +20.1% | +28.2% |
| 1Y | +49.4% | +32.3% | +17.1% | +29.8% |
| 3Y | +157.8% | +92.9% | +64.9% | +79.7% |
| 5Y | +176.6% | +134.3% | +42.3% | +69.4% |
| 10Y | +375.4% | +272.3% | +103.1% | +150.1% |
| All | +328.2% | +226.8% | +101.5% | +132.5% |
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