-61.6%
JD vs NVS
+137.4%
-199.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +5.2% | +2.5% | +2.7% | +4.7% |
| 30D | +4.5% | +13.6% | -9.1% | +1.9% |
| 3M | -15.4% | +4.1% | -19.5% | -16.4% |
| 6M | -6.0% | +11.8% | -17.8% | -8.7% |
| YTD | +2.2% | +22.0% | -19.9% | -2.7% |
| 1Y | -6.7% | +32.3% | -38.9% | -12.8% |
| 3Y | +20.5% | +93.6% | -73.1% | +2.5% |
| All | -61.6% | +137.4% | -199.1% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling