+122.4%
GLW vs NVS
+10.8%
+111.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +7.8% | -14.3% | +22.1% | +7.7% |
| 30D | -0.4% | -10.0% | +9.5% | -2.0% |
| 3M | -5.6% | -10.9% | +5.3% | -7.0% |
| 6M | +26.7% | -12.0% | +38.7% | +26.0% |
| YTD | +91.0% | +2.5% | +88.5% | +80.7% |
| 1Y | +122.4% | +10.7% | +111.7% | +107.9% |
| All | +122.4% | +10.8% | +111.6% | +107.9% |
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