+2,162.9%
GLW vs NVS
+1,269.4%
+893.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.6% |
| 7D | +3.8% | +4.0% | -0.3% | +1.5% |
| 30D | -1.3% | +3.6% | -4.9% | -3.6% |
| 3M | -21.8% | +7.8% | -29.6% | -25.7% |
| 6M | +6.9% | -0.2% | +7.1% | +5.6% |
| YTD | +77.2% | +19.6% | +57.6% | +60.2% |
| 1Y | +123.2% | +28.4% | +94.9% | +94.2% |
| 3Y | +400.0% | +76.2% | +323.8% | +262.1% |
| 5Y | +342.8% | +111.1% | +231.7% | +187.4% |
| 10Y | +771.4% | +224.3% | +547.1% | +354.6% |
| All | +2,162.9% | +1,269.4% | +893.5% | +566.1% |
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 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