+16.4%
JD vs NVS
+180.2%
-163.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | -15.7% | +13.1% | +3.6% |
| 30D | -15.4% | -11.1% | -4.3% | -12.0% |
| 3M | -5.0% | -7.2% | +2.2% | -3.4% |
| 6M | +0.9% | -12.3% | +13.2% | +5.0% |
| YTD | -2.5% | +2.8% | -5.2% | -5.4% |
| 1Y | -16.0% | +11.9% | -28.0% | -21.7% |
| 3Y | -8.5% | +55.1% | -63.6% | -27.9% |
| 5Y | -61.8% | +94.1% | -155.8% | -73.9% |
| All | +16.4% | +180.2% | -163.8% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling