+478.1%
GLW vs NVO
-50.2%
+528.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +16.9% | -4.7% | +21.6% | +16.9% |
| 30D | +7.0% | -5.4% | +12.4% | +7.0% |
| 3M | -3.0% | +7.0% | -9.9% | -3.8% |
| 6M | +31.0% | +17.6% | +13.4% | +29.1% |
| YTD | +93.4% | -8.0% | +101.5% | +91.5% |
| 1Y | +134.7% | -13.8% | +148.6% | +133.0% |
| All | +478.1% | -50.2% | +528.3% | +498.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling