+413.7%
JBL vs NVS
+92.9%
+320.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +5.1% |
| 7D | +2.4% | -14.3% | +16.7% | +4.3% |
| 30D | -13.1% | -10.0% | -3.2% | -12.3% |
| 3M | -15.6% | -10.9% | -4.7% | -14.8% |
| 6M | +24.6% | -12.0% | +36.5% | +25.9% |
| YTD | +39.6% | +2.5% | +37.1% | +37.2% |
| 1Y | +48.6% | +10.7% | +37.9% | +43.8% |
| 3Y | +197.3% | +53.3% | +144.0% | +161.9% |
| All | +413.7% | +92.9% | +320.8% | +282.7% |
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 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