+94.0%
NVS vs JAAA
+26.5%
+67.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -14.3% | +0.1% | -14.3% | -14.3% |
| 30D | -10.0% | +0.5% | -10.5% | -10.3% |
| 3M | -10.9% | +1.3% | -12.2% | -11.7% |
| 6M | -12.0% | +2.8% | -14.7% | -13.7% |
| YTD | +2.5% | +3.3% | -0.7% | +0.2% |
| 1Y | +10.7% | +4.9% | +5.8% | +7.0% |
| 3Y | +53.3% | +19.0% | +34.3% | +42.2% |
| All | +94.0% | +26.5% | +67.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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