+41.8%
JEPI vs NVS
+92.9%
-51.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -14.3% | +13.3% | +2.1% |
| 30D | -1.4% | -10.0% | +8.5% | +0.4% |
| 3M | +3.5% | -10.9% | +14.4% | +5.6% |
| 6M | +1.9% | -12.0% | +13.9% | +4.2% |
| YTD | +4.4% | +2.5% | +1.9% | +2.6% |
| 1Y | +7.2% | +10.7% | -3.5% | +3.1% |
| 3Y | +29.8% | +53.3% | -23.5% | +13.1% |
| All | +41.8% | +92.9% | -51.1% | +12.4% |
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