+8,434.7%
SHOP vs NVS
+159.2%
+8,275.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | -5.1% | +4.0% | -9.1% | -7.6% |
| 30D | +0.6% | +3.6% | -3.0% | -1.9% |
| 3M | +25.0% | +7.8% | +17.2% | +18.3% |
| 6M | +11.9% | -0.2% | +12.1% | +10.5% |
| YTD | -9.9% | +19.6% | -29.4% | -21.3% |
| 1Y | 0.0% | +28.4% | -28.4% | -17.1% |
| 3Y | +117.5% | +76.2% | +41.3% | +35.4% |
| 5Y | -6.6% | +111.1% | -117.7% | -51.3% |
| 10Y | +3,320.3% | +224.3% | +3,096.1% | +1,145.0% |
| All | +8,434.7% | +159.2% | +8,275.5% | +4,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling