+136.0%
NVO vs JCI
+348.5%
-212.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.7% |
| 7D | -7.6% | +0.7% | -8.3% | -7.8% |
| 30D | -6.0% | -4.4% | -1.5% | -5.1% |
| 3M | -0.8% | +1.7% | -2.4% | -1.8% |
| 6M | +16.5% | +8.8% | +7.7% | +12.8% |
| YTD | -11.1% | +22.6% | -33.8% | -16.8% |
| 1Y | -16.7% | +36.2% | -52.9% | -24.4% |
| 3Y | -52.9% | +168.0% | -220.9% | -64.0% |
| 5Y | -3.0% | +113.5% | -116.4% | -23.0% |
| All | +136.0% | +348.5% | -212.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling