+376.1%
GLW vs NVO
-1.1%
+377.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -3.1% |
| 7D | +11.7% | -7.4% | +19.1% | +12.0% |
| 30D | +2.7% | -5.5% | +8.2% | +2.8% |
| 3M | -2.8% | +4.1% | -6.9% | -3.7% |
| 6M | +20.2% | +19.3% | +0.8% | +17.8% |
| YTD | +87.3% | -9.2% | +96.5% | +85.8% |
| 1Y | +119.6% | -15.0% | +134.6% | +118.9% |
| 3Y | +453.7% | -50.9% | +504.5% | +465.2% |
| 5Y | +376.1% | -0.9% | +376.9% | +305.2% |
| All | +376.1% | -1.1% | +377.2% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling