+459.7%
GLW vs NVS
+54.6%
+405.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.7% | -15.7% | +27.4% | +12.9% |
| 30D | +2.7% | -11.1% | +13.7% | +2.7% |
| 3M | -2.8% | -7.2% | +4.4% | -4.2% |
| 6M | +20.2% | -12.3% | +32.5% | +20.3% |
| YTD | +87.3% | +2.8% | +84.5% | +82.6% |
| 1Y | +119.6% | +11.9% | +107.7% | +111.5% |
| All | +459.7% | +54.6% | +405.2% | +413.0% |
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