+23.5%
JPM vs NVO
+19.4%
+4.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -0.4% | -4.7% | +4.3% | 0.0% |
| 30D | -1.4% | -5.4% | +4.0% | -0.9% |
| 3M | +13.9% | +7.0% | +7.0% | +11.9% |
| 6M | +23.5% | +17.6% | +5.9% | +19.0% |
| All | +23.5% | +19.4% | +4.1% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling