+94.0%
NVS vs SHAK
-22.8%
+116.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | -14.3% | -8.3% | -6.0% | -13.9% |
| 30D | -10.0% | -12.6% | +2.7% | -9.3% |
| 3M | -10.9% | +9.1% | -20.0% | -11.4% |
| 6M | -12.0% | -31.2% | +19.3% | -10.7% |
| YTD | +2.5% | -21.6% | +24.1% | +3.3% |
| 1Y | +10.7% | -38.8% | +49.5% | +12.6% |
| 3Y | +53.3% | +0.6% | +52.7% | +50.8% |
| All | +94.0% | -22.8% | +116.8% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling