+36.0%
NVS vs SHAK
-21.2%
+57.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.2% |
| 7D | +5.7% | +8.3% | -2.6% | +4.9% |
| 30D | +17.1% | +16.7% | +0.4% | +15.3% |
| 3M | +7.6% | +10.0% | -2.3% | +6.5% |
| 6M | +14.1% | -23.8% | +37.9% | +16.6% |
| YTD | +23.3% | -10.3% | +33.6% | +22.3% |
| 1Y | +36.0% | -22.9% | +58.9% | +38.3% |
| All | +36.0% | -21.2% | +57.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling