+161.4%
JPM vs NVS
+54.6%
+106.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -15.7% | +13.4% | +0.2% |
| 30D | -2.3% | -11.1% | +8.7% | -0.7% |
| 3M | +14.9% | -7.2% | +22.1% | +15.7% |
| 6M | +23.6% | -12.3% | +36.0% | +25.5% |
| YTD | +11.3% | +2.8% | +8.5% | +10.1% |
| 1Y | +19.9% | +11.9% | +7.9% | +16.8% |
| All | +161.4% | +54.6% | +106.9% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling