-12.2%
JOBY vs NVS
+54.2%
-66.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.2% | -14.3% | +9.1% | -4.0% |
| 30D | -19.7% | -10.0% | -9.8% | -19.2% |
| 3M | -31.7% | -10.9% | -20.8% | -31.3% |
| 6M | -37.5% | -12.0% | -25.6% | -37.2% |
| YTD | -51.6% | +2.5% | -54.1% | -52.1% |
| 1Y | -53.3% | +10.7% | -64.0% | -54.1% |
| 3Y | -12.2% | +53.3% | -65.5% | -18.7% |
| All | -12.2% | +54.2% | -66.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling