-27.2%
JHX vs NVS
+92.9%
-120.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.3% | -14.3% | +8.0% | -1.5% |
| 30D | -7.7% | -10.0% | +2.2% | -5.0% |
| 3M | +19.2% | -10.9% | +30.1% | +22.9% |
| 6M | +38.3% | -12.0% | +50.2% | +43.3% |
| YTD | +37.2% | +2.5% | +34.7% | +34.7% |
| 1Y | +42.3% | +10.7% | +31.6% | +35.5% |
| 3Y | -4.4% | +53.3% | -57.7% | -21.5% |
| All | -27.2% | +92.9% | -120.1% | -47.3% |
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 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