+210.0%
SHEL vs NVS
+179.5%
+30.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -14.3% | +18.4% | +10.2% |
| 30D | +8.4% | -10.0% | +18.3% | +12.0% |
| 3M | +13.7% | -10.9% | +24.6% | +17.8% |
| 6M | +12.7% | -12.0% | +24.7% | +16.9% |
| YTD | +35.3% | +2.5% | +32.8% | +30.0% |
| 1Y | +39.4% | +10.7% | +28.7% | +28.4% |
| 3Y | +71.5% | +53.3% | +18.2% | +30.6% |
| 5Y | +195.0% | +93.6% | +101.4% | +91.2% |
| All | +210.0% | +179.5% | +30.5% | +77.8% |
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