+47.8%
JD vs NVS
+163.1%
-115.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | -14.3% | +10.0% | +1.5% |
| 30D | -14.4% | -10.0% | -4.4% | -11.3% |
| 3M | -3.6% | -10.9% | +7.3% | 0.0% |
| 6M | -0.3% | -12.0% | +11.7% | +3.7% |
| YTD | -2.4% | +2.5% | -4.9% | -5.3% |
| 1Y | -18.5% | +10.7% | -29.2% | -24.0% |
| 3Y | -7.0% | +53.3% | -60.3% | -27.0% |
| 5Y | -61.7% | +93.6% | -155.3% | -74.0% |
| 10Y | +17.1% | +180.6% | -163.4% | -35.9% |
| All | +47.8% | +163.1% | -115.4% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling