+165.5%
YUM vs NVS
+179.5%
-14.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.1% | -14.3% | +8.2% | -1.0% |
| 30D | -5.8% | -10.0% | +4.1% | -2.9% |
| 3M | -7.6% | -10.9% | +3.3% | -4.5% |
| 6M | -9.1% | -12.0% | +2.8% | -5.8% |
| YTD | -5.5% | +2.5% | -8.0% | -8.1% |
| 1Y | -3.7% | +10.7% | -14.4% | -9.4% |
| 3Y | +17.8% | +53.3% | -35.5% | -4.6% |
| 5Y | +19.3% | +93.6% | -74.3% | -14.5% |
| All | +165.5% | +179.5% | -14.0% | +75.8% |
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