-16.7%
NVO vs JCI
+36.0%
-52.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.0% |
| 7D | -7.6% | +0.7% | -8.3% | -7.5% |
| 30D | -6.0% | -4.4% | -1.5% | -6.1% |
| 3M | -0.8% | +1.7% | -2.4% | -1.0% |
| 6M | +16.5% | +8.8% | +7.7% | +14.8% |
| YTD | -11.1% | +22.6% | -33.8% | -12.7% |
| 1Y | -16.7% | +36.2% | -52.9% | -20.8% |
| All | -16.7% | +36.0% | -52.7% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling