+1,577.0%
GLW vs NVS
+1,273.7%
+303.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | -1.3% | +9.0% | +8.3% |
| 30D | -18.8% | +9.3% | -28.1% | -22.4% |
| 3M | -27.7% | +5.8% | -33.5% | -31.3% |
| 6M | -44.4% | +7.2% | -51.6% | -48.1% |
| YTD | +31.3% | +20.0% | +11.3% | +16.5% |
| 1Y | +40.0% | +25.4% | +14.7% | +21.4% |
| 3Y | +339.2% | +89.2% | +250.0% | +201.8% |
| 5Y | +229.2% | +134.6% | +94.6% | +98.8% |
| 10Y | +528.4% | +251.4% | +277.0% | +210.1% |
| All | +1,577.0% | +1,273.7% | +303.3% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling