+3,947.2%
YUM vs NVS
+804.2%
+3,142.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.1% | -14.3% | +8.2% | -1.1% |
| 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% | -7.6% |
| 1Y | -3.7% | +10.7% | -14.4% | -8.6% |
| 3Y | +17.8% | +53.3% | -35.5% | -2.0% |
| 5Y | +19.3% | +93.6% | -74.3% | -9.9% |
| 10Y | +170.7% | +180.6% | -9.9% | +76.3% |
| All | +3,947.2% | +804.2% | +3,142.9% | +1,572.8% |
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 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