-5.4%
JD vs NVS
+27.7%
-33.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | -1.7% | +4.0% | -5.7% | -2.1% |
| 30D | -13.2% | +3.6% | -16.7% | -13.5% |
| 3M | -3.2% | +7.8% | -11.0% | -4.4% |
| 6M | +15.2% | -0.2% | +15.4% | +14.5% |
| YTD | +2.0% | +19.6% | -17.6% | -0.4% |
| 1Y | -5.4% | +28.4% | -33.8% | -7.7% |
| All | -5.4% | +27.7% | -33.1% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling