+801.4%
SHEL vs NVS
+1,076.7%
-275.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.0% | -15.4% | +18.4% | +10.8% |
| 30D | +7.2% | -12.3% | +19.5% | +13.0% |
| 3M | +12.9% | -7.8% | +20.7% | +15.7% |
| 6M | +13.7% | -13.0% | +26.7% | +19.4% |
| YTD | +33.7% | +2.8% | +30.9% | +28.6% |
| 1Y | +37.9% | +10.6% | +27.2% | +27.1% |
| 3Y | +70.2% | +55.1% | +15.2% | +29.3% |
| 5Y | +192.3% | +91.7% | +100.7% | +94.9% |
| 10Y | +207.3% | +181.2% | +26.1% | +66.4% |
| All | +801.4% | +1,076.7% | -275.3% | +163.9% |
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