-4.9%
SHOP vs NVO
-7.7%
+2.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.0% | +2.4% | +5.6% |
| 7D | -9.0% | +10.2% | -19.2% | -12.1% |
| 30D | -4.4% | +12.4% | -16.8% | -8.3% |
| 3M | +24.1% | -3.5% | +27.6% | +25.5% |
| 6M | +20.0% | -3.8% | +23.7% | +20.5% |
| YTD | -4.9% | -13.0% | +8.0% | -1.5% |
| 1Y | -4.9% | -8.2% | +3.3% | -3.2% |
| All | -4.9% | -7.7% | +2.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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