+20.0%
YUM vs NVS
+92.9%
-72.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.1% | -14.3% | +8.2% | -2.2% |
| 30D | -5.8% | -10.0% | +4.1% | -3.6% |
| 3M | -7.6% | -10.9% | +3.3% | -5.3% |
| 6M | -9.1% | -12.0% | +2.8% | -6.6% |
| YTD | -5.5% | +2.5% | -8.0% | -7.8% |
| 1Y | -3.7% | +10.7% | -14.4% | -8.5% |
| 3Y | +17.8% | +53.3% | -35.5% | -0.6% |
| All | +20.0% | +92.9% | -72.9% | -9.7% |
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