-9.7%
JD vs NVS
+37.6%
-47.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.5% | +2.5% |
| 7D | +9.0% | +5.7% | +3.3% | +8.1% |
| 30D | +5.2% | +17.1% | -11.9% | +3.0% |
| 3M | -15.9% | +7.6% | -23.5% | -16.9% |
| 6M | -7.7% | +14.1% | -21.8% | -10.4% |
| YTD | +0.1% | +23.3% | -23.2% | -4.6% |
| 1Y | -9.7% | +36.0% | -45.7% | -16.5% |
| All | -9.7% | +37.6% | -47.4% | -16.5% |
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