+5.8%
GLXY vs NVS
+31.2%
-25.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.9% | -15.7% | +6.8% | -7.8% |
| 30D | +19.9% | -11.1% | +31.0% | +20.4% |
| 3M | -20.0% | -7.2% | -12.8% | -21.4% |
| 6M | +10.5% | -12.3% | +22.9% | +10.4% |
| YTD | +7.9% | +2.8% | +5.2% | +5.3% |
| 1Y | -7.5% | +11.9% | -19.4% | -10.0% |
| All | +5.8% | +31.2% | -25.3% | +10.5% |
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