-12.7%
SHOP vs NVS
+11.1%
-23.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -13.2% | -15.7% | +2.5% | -12.0% |
| 30D | -17.0% | -11.1% | -6.0% | -15.4% |
| 3M | +17.0% | -7.2% | +24.2% | +19.6% |
| 6M | -2.1% | -12.3% | +10.2% | -0.3% |
| YTD | -21.4% | +2.8% | -24.1% | -21.2% |
| All | -12.7% | +11.1% | -23.8% | -13.5% |
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 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