+1,573.1%
GLW vs NVS
+1,273.7%
+299.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +7.5% | -1.3% | +8.8% | +8.1% |
| 30D | -19.0% | +9.3% | -28.3% | -22.6% |
| 3M | -27.9% | +5.8% | -33.7% | -31.5% |
| 6M | -44.6% | +7.2% | -51.7% | -48.2% |
| YTD | +31.0% | +20.0% | +11.0% | +16.2% |
| 1Y | +39.7% | +25.4% | +14.3% | +21.1% |
| 3Y | +338.2% | +89.2% | +249.0% | +201.1% |
| 5Y | +228.4% | +134.6% | +93.8% | +98.3% |
| 10Y | +526.9% | +251.4% | +275.5% | +209.4% |
| All | +1,573.1% | +1,273.7% | +299.3% | +383.3% |
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