-16.7%
NVO vs JBL
+47.2%
-63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.2% | -2.4% |
| 7D | -7.6% | +2.4% | -10.0% | -7.7% |
| 30D | -6.0% | -13.1% | +7.1% | -5.3% |
| 3M | -0.8% | -15.6% | +14.8% | +0.9% |
| 6M | +16.5% | +24.6% | -8.1% | +7.6% |
| YTD | -11.1% | +39.6% | -50.7% | -19.9% |
| 1Y | -16.7% | +48.6% | -65.3% | -26.6% |
| All | -16.7% | +47.2% | -63.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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