+11,062.6%
JPM vs NVO
+32,205.3%
-21,142.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.7% |
| 7D | -0.4% | -4.7% | +4.3% | +0.8% |
| 30D | -1.4% | -5.4% | +4.0% | -0.1% |
| 3M | +13.9% | +7.0% | +7.0% | +11.4% |
| 6M | +23.5% | +17.6% | +5.9% | +17.4% |
| YTD | +11.6% | -8.0% | +19.7% | +11.5% |
| 1Y | +21.4% | -13.8% | +35.2% | +22.7% |
| 3Y | +163.4% | -50.3% | +213.7% | +192.1% |
| 5Y | +152.5% | +0.7% | +151.9% | +120.5% |
| 10Y | +592.1% | +155.6% | +436.5% | +339.1% |
| All | +11,062.6% | +32,205.3% | -21,142.7% | +2,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling