+20.3%
JPM vs NVS
+27.7%
-7.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.3% | +4.0% | -3.7% | -0.2% |
| 30D | -0.2% | +3.6% | -3.8% | -0.6% |
| 3M | +15.9% | +7.8% | +8.1% | +14.3% |
| 6M | +20.9% | -0.2% | +21.1% | +19.2% |
| YTD | +12.9% | +19.6% | -6.7% | +10.9% |
| 1Y | +20.3% | +28.4% | -8.1% | +18.2% |
| All | +20.3% | +27.7% | -7.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling