+2,993.7%
SHOP vs NVS
+179.5%
+2,814.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.9% |
| 7D | -11.2% | -14.3% | +3.0% | -3.8% |
| 30D | -14.4% | -10.0% | -4.4% | -10.1% |
| 3M | +16.6% | -10.9% | +27.5% | +22.6% |
| 6M | -0.6% | -12.0% | +11.4% | +4.9% |
| YTD | -20.0% | +2.5% | -22.5% | -23.6% |
| 1Y | -11.2% | +10.7% | -21.9% | -19.5% |
| 3Y | +99.5% | +53.3% | +46.2% | +36.5% |
| 5Y | -13.2% | +93.6% | -106.8% | -52.4% |
| All | +2,993.7% | +179.5% | +2,814.1% | +1,257.5% |
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