-39.9%
JOBY vs NVS
+102.4%
-142.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -8.2% | -15.7% | +7.6% | -4.6% |
| 30D | -25.1% | -11.1% | -14.0% | -23.3% |
| 3M | -28.8% | -7.2% | -21.6% | -28.4% |
| 6M | -36.1% | -12.3% | -23.8% | -34.7% |
| YTD | -52.2% | +2.8% | -54.9% | -53.4% |
| 1Y | -52.4% | +11.9% | -64.4% | -54.9% |
| 3Y | -13.6% | +55.1% | -68.6% | -29.0% |
| 5Y | -32.2% | +94.1% | -126.2% | -52.4% |
| All | -39.9% | +102.4% | -142.3% | -58.9% |
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