+32.3%
JD vs NVS
+259.5%
-227.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | +2.7% | +12.5% | -9.9% | -2.1% |
| 3M | -13.0% | +5.2% | -18.2% | -15.5% |
| 6M | -12.7% | +8.2% | -20.9% | -16.6% |
| YTD | -0.8% | +19.8% | -20.6% | -9.6% |
| 1Y | -8.9% | +24.8% | -33.7% | -18.5% |
| 3Y | +17.0% | +90.0% | -73.0% | -15.8% |
| 5Y | -63.5% | +134.3% | -197.8% | -77.2% |
| All | +32.3% | +259.5% | -227.2% | -30.6% |
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