-12.8%
SHOP vs NVS
+92.9%
-105.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -11.2% | -14.3% | +3.0% | -8.1% |
| 30D | -14.4% | -10.0% | -4.4% | -12.3% |
| 3M | +16.6% | -10.9% | +27.5% | +19.5% |
| 6M | -0.6% | -12.0% | +11.4% | +2.2% |
| YTD | -20.0% | +2.5% | -22.5% | -21.4% |
| 1Y | -11.2% | +10.7% | -21.9% | -14.8% |
| 3Y | +99.5% | +53.3% | +46.2% | +61.0% |
| All | -12.8% | +92.9% | -105.7% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling