+152.5%
JPM vs NVS
+92.9%
+59.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -14.3% | +13.6% | +3.3% |
| 30D | -2.5% | -10.0% | +7.5% | -0.1% |
| 3M | +14.1% | -10.9% | +25.0% | +17.0% |
| 6M | +25.1% | -12.0% | +37.1% | +28.5% |
| YTD | +12.1% | +2.5% | +9.6% | +9.6% |
| 1Y | +18.8% | +10.7% | +8.1% | +13.0% |
| 3Y | +163.4% | +53.3% | +110.1% | +116.3% |
| All | +152.5% | +92.9% | +59.6% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling