-39.1%
JOBY vs NVS
+102.0%
-141.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.2% | -14.3% | +9.1% | -2.0% |
| 30D | -19.7% | -10.0% | -9.8% | -18.2% |
| 3M | -31.7% | -10.9% | -20.8% | -30.5% |
| 6M | -37.5% | -12.0% | -25.6% | -36.2% |
| YTD | -51.6% | +2.5% | -54.1% | -52.8% |
| 1Y | -53.3% | +10.7% | -64.0% | -55.6% |
| 3Y | -12.2% | +53.3% | -65.5% | -27.6% |
| 5Y | -31.3% | +93.6% | -124.9% | -51.8% |
| All | -39.1% | +102.0% | -141.1% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling