+101.0%
NVS vs JAAA
+29.3%
+71.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -15.4% | +0.1% | -15.5% | -15.4% |
| 30D | -12.3% | +0.5% | -12.8% | -12.6% |
| 3M | -7.8% | +1.2% | -9.1% | -8.6% |
| 6M | -13.0% | +2.7% | -15.7% | -14.5% |
| YTD | +2.8% | +3.2% | -0.4% | +0.7% |
| 1Y | +10.6% | +4.8% | +5.8% | +7.4% |
| 3Y | +55.1% | +19.0% | +36.1% | +45.4% |
| 5Y | +91.7% | +26.8% | +64.9% | +76.4% |
| All | +101.0% | +29.3% | +71.7% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling