+16,203.9%
NVO vs JBL
+41,567.8%
-25,364.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -1.0% |
| 7D | -7.4% | -1.0% | -6.3% | -7.3% |
| 30D | -5.5% | -15.1% | +9.6% | -4.2% |
| 3M | +4.1% | -14.0% | +18.2% | +5.1% |
| 6M | +19.3% | +20.6% | -1.3% | +16.5% |
| YTD | -9.2% | +32.9% | -42.1% | -12.2% |
| 1Y | -15.0% | +40.5% | -55.5% | -18.3% |
| 3Y | -50.9% | +183.7% | -234.6% | -56.3% |
| 5Y | -0.9% | +388.3% | -389.2% | -16.4% |
| 10Y | +152.4% | +1,464.9% | -1,312.5% | +89.3% |
| All | +16,203.9% | +41,567.8% | -25,364.0% | +10,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling