+197.3%
JBL vs NVS
+54.2%
+143.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +5.0% |
| 7D | +2.4% | -14.3% | +16.7% | +2.4% |
| 30D | -13.1% | -10.0% | -3.2% | -13.1% |
| 3M | -15.6% | -10.9% | -4.7% | -15.7% |
| 6M | +24.6% | -12.0% | +36.5% | +24.3% |
| YTD | +39.6% | +2.5% | +37.1% | +39.1% |
| 1Y | +48.6% | +10.7% | +37.9% | +48.0% |
| 3Y | +197.3% | +53.3% | +144.0% | +202.7% |
| All | +197.3% | +54.2% | +143.0% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling