-12.8%
SHOP vs NVO
-4.3%
-8.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.3% |
| 7D | -11.2% | -7.6% | -3.7% | -9.2% |
| 30D | -14.4% | -6.0% | -8.4% | -12.8% |
| 3M | +16.6% | -0.8% | +17.4% | +16.7% |
| 6M | -0.6% | +16.5% | -17.0% | -4.9% |
| YTD | -20.0% | -11.1% | -8.9% | -18.3% |
| 1Y | -11.2% | -16.7% | +5.5% | -8.1% |
| 3Y | +99.5% | -52.9% | +152.4% | +123.3% |
| All | -12.8% | -4.3% | -8.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling