+394.5%
GLW vs NVS
+89.9%
+304.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +16.9% | -15.4% | +32.3% | +19.8% |
| 30D | +7.0% | -12.3% | +19.3% | +8.5% |
| 3M | -3.0% | -7.8% | +4.8% | -3.4% |
| 6M | +31.0% | -13.0% | +44.0% | +32.7% |
| YTD | +93.4% | +2.8% | +90.7% | +87.6% |
| 1Y | +134.7% | +10.6% | +124.1% | +123.3% |
| 3Y | +471.8% | +55.1% | +416.7% | +386.3% |
| 5Y | +394.5% | +91.7% | +302.8% | +265.1% |
| All | +394.5% | +89.9% | +304.5% | +265.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling