+851.8%
GLW vs NVS
+179.5%
+672.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +7.8% | -14.3% | +22.1% | +14.1% |
| 30D | -0.4% | -10.0% | +9.5% | +2.2% |
| 3M | -5.6% | -10.9% | +5.3% | -3.3% |
| 6M | +26.7% | -12.0% | +38.7% | +30.5% |
| YTD | +91.0% | +2.5% | +88.5% | +82.2% |
| 1Y | +122.4% | +10.7% | +111.7% | +103.3% |
| 3Y | +471.0% | +53.3% | +417.7% | +322.8% |
| 5Y | +385.6% | +93.6% | +292.0% | +199.6% |
| All | +851.8% | +179.5% | +672.3% | +412.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling