+359.0%
GLW vs NVS
+90.5%
+268.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +15.5% | -1.0% | +16.6% | +15.5% |
| 30D | -19.6% | +12.5% | -32.1% | -19.6% |
| 3M | -28.5% | +5.2% | -33.7% | -28.9% |
| 6M | -39.5% | +8.2% | -47.7% | -40.6% |
| YTD | +37.2% | +19.8% | +17.4% | +33.5% |
| 1Y | +35.4% | +24.8% | +10.6% | +31.0% |
| All | +359.0% | +90.5% | +268.5% | +318.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling