+2,065.3%
JNJ vs NVS
+1,076.7%
+988.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.0% | -15.4% | +12.4% | +2.7% |
| 30D | +2.5% | -12.3% | +14.8% | +7.1% |
| 3M | +13.2% | -7.8% | +21.1% | +16.1% |
| 6M | +11.3% | -13.0% | +24.3% | +16.4% |
| YTD | +31.1% | +2.8% | +28.4% | +29.0% |
| 1Y | +54.3% | +10.6% | +43.7% | +47.5% |
| 3Y | +81.1% | +55.1% | +26.1% | +52.1% |
| 5Y | +82.7% | +91.7% | -9.0% | +40.9% |
| 10Y | +196.5% | +181.2% | +15.3% | +99.1% |
| All | +2,065.3% | +1,076.7% | +988.5% | +780.9% |
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