+12,036.3%
JBL vs NVS
+1,076.7%
+10,959.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.0% | -15.7% | +14.7% | +7.6% |
| 30D | -15.1% | -11.1% | -4.0% | -10.8% |
| 3M | -14.0% | -7.2% | -6.9% | -12.5% |
| 6M | +20.6% | -12.3% | +32.9% | +26.6% |
| YTD | +32.9% | +2.8% | +30.1% | +27.1% |
| 1Y | +40.5% | +11.9% | +28.6% | +27.5% |
| 3Y | +183.7% | +55.1% | +128.7% | +105.7% |
| 5Y | +388.3% | +94.1% | +294.3% | +203.1% |
| 10Y | +1,464.9% | +181.2% | +1,283.7% | +669.4% |
| All | +12,036.3% | +1,076.7% | +10,959.5% | +3,090.0% |
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