+3,340.5%
GLW vs NVO
+30,081.1%
-26,740.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.9% |
| 7D | +7.7% | +3.3% | +4.5% | +7.0% |
| 30D | -18.8% | +9.2% | -28.0% | -20.5% |
| 3M | -27.7% | -9.8% | -18.0% | -26.5% |
| 6M | -44.4% | -10.4% | -34.0% | -44.0% |
| YTD | +31.3% | -14.1% | +45.4% | +31.5% |
| 1Y | +40.0% | -11.1% | +51.1% | +38.8% |
| 3Y | +339.2% | -54.9% | +394.2% | +389.6% |
| 5Y | +229.2% | -17.4% | +246.6% | +201.3% |
| 10Y | +528.4% | +214.4% | +314.0% | +288.6% |
| All | +3,340.5% | +30,081.1% | -26,740.6% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling