+40.6%
GLW vs NVO
-7.7%
+48.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -5.3% |
| 7D | -9.5% | +10.2% | -19.6% | -8.5% |
| 30D | -25.5% | +12.4% | -37.8% | -24.5% |
| 3M | -25.6% | -3.5% | -22.1% | -25.7% |
| 6M | -25.5% | -3.8% | -21.7% | -26.3% |
| YTD | +36.4% | -13.0% | +49.3% | +29.7% |
| 1Y | +40.6% | -8.2% | +48.8% | +32.1% |
| All | +40.6% | -7.7% | +48.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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