+51.2%
JNJ vs NVS
+37.6%
+13.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +2.3% |
| 7D | +1.9% | +5.7% | -3.8% | -0.3% |
| 30D | +9.2% | +17.1% | -7.8% | +2.7% |
| 3M | +8.9% | +7.6% | +1.3% | +4.7% |
| 6M | +24.6% | +14.1% | +10.5% | +17.2% |
| YTD | +35.7% | +23.3% | +12.4% | +26.7% |
| 1Y | +51.2% | +36.0% | +15.2% | +38.6% |
| All | +51.2% | +37.6% | +13.6% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling