+40.6%
GLW vs NVS
+37.6%
+3.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -5.3% |
| 7D | -9.5% | +5.7% | -15.2% | -8.8% |
| 30D | -25.5% | +17.1% | -42.5% | -24.1% |
| 3M | -25.6% | +7.6% | -33.2% | -25.4% |
| 6M | -25.5% | +14.1% | -39.6% | -29.3% |
| YTD | +36.4% | +23.3% | +13.1% | +28.7% |
| 1Y | +40.6% | +36.0% | +4.6% | +25.9% |
| All | +40.6% | +37.6% | +3.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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