+152.5%
JPM vs NVO
-4.3%
+156.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.7% | -7.6% | +6.9% | +0.2% |
| 30D | -2.5% | -6.0% | +3.5% | -1.8% |
| 3M | +14.1% | -0.8% | +14.9% | +14.0% |
| 6M | +25.1% | +16.5% | +8.6% | +22.4% |
| YTD | +12.1% | -11.1% | +23.2% | +12.4% |
| 1Y | +18.8% | -16.7% | +35.5% | +19.7% |
| 3Y | +163.4% | -52.9% | +216.3% | +172.8% |
| All | +152.5% | -4.3% | +156.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 5y: compounded portfolio wealth divided by compounded NVO 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…
5y analysis · Full analysis span regression · 6 months rolling