+2,615.8%
JPM vs NVS
+1,078.6%
+1,537.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.9% | +12.5% | +6.1% |
| 7D | -0.4% | -14.6% | +14.2% | +7.6% |
| 30D | -1.1% | -11.9% | +10.8% | +4.7% |
| 3M | +14.1% | -6.0% | +20.1% | +16.2% |
| 6M | +23.3% | -11.4% | +34.7% | +29.4% |
| YTD | +11.3% | +2.9% | +8.4% | +7.1% |
| 1Y | +23.0% | +10.2% | +12.8% | +13.4% |
| 3Y | +162.6% | +55.3% | +107.2% | +94.5% |
| 5Y | +152.8% | +89.6% | +63.1% | +64.5% |
| 10Y | +583.6% | +176.1% | +407.6% | +249.8% |
| All | +2,615.8% | +1,078.6% | +1,537.2% | +590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling