+3,781.0%
SHOP vs NVS
+260.1%
+3,520.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -1.2% | -1.3% | 0.0% | -0.6% |
| 30D | -14.7% | +9.3% | -24.0% | -18.6% |
| 3M | -7.2% | +5.8% | -13.0% | -10.7% |
| 6M | +54.2% | +7.2% | +47.0% | +46.3% |
| YTD | -8.6% | +20.0% | -28.6% | -19.9% |
| 1Y | +0.5% | +25.4% | -24.9% | -14.4% |
| 3Y | +135.9% | +89.2% | +46.7% | +41.6% |
| 5Y | -11.9% | +134.6% | -146.5% | -57.1% |
| All | +3,781.0% | +260.1% | +3,520.9% | +1,352.5% |
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