-3.1%
NVO vs JBL
+409.3%
-412.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.2% | -2.7% |
| 7D | -7.6% | +2.4% | -10.0% | -7.9% |
| 30D | -6.0% | -13.1% | +7.1% | -4.5% |
| 3M | -0.8% | -15.6% | +14.8% | +0.9% |
| 6M | +16.5% | +24.6% | -8.1% | +11.0% |
| YTD | -11.1% | +39.6% | -50.7% | -16.8% |
| 1Y | -16.7% | +48.6% | -65.3% | -23.0% |
| 3Y | -52.9% | +197.3% | -250.2% | -62.3% |
| All | -3.1% | +409.3% | -412.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling