-4.9%
SHOP vs NVS
+37.6%
-42.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.8% |
| 7D | -9.0% | +5.7% | -14.7% | -9.6% |
| 30D | -4.4% | +17.1% | -21.5% | -6.1% |
| 3M | +24.1% | +7.6% | +16.5% | +24.3% |
| 6M | +20.0% | +14.1% | +5.9% | +19.8% |
| YTD | -4.9% | +23.3% | -28.2% | -8.5% |
| 1Y | -4.9% | +36.0% | -40.9% | -13.0% |
| All | -4.9% | +37.6% | -42.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling