+94.1%
NVS vs GRMN
+73.8%
+20.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -15.7% | -1.8% | -13.9% | -15.5% |
| 30D | -11.1% | -12.1% | +1.0% | -9.8% |
| 3M | -7.2% | +18.0% | -25.2% | -9.4% |
| 6M | -12.3% | +13.7% | -26.1% | -14.1% |
| YTD | +2.8% | +35.3% | -32.5% | -1.6% |
| 1Y | +11.9% | +17.2% | -5.3% | +9.0% |
| 3Y | +55.1% | +179.6% | -124.6% | +27.4% |
| 5Y | +94.1% | +75.6% | +18.5% | +66.9% |
| All | +94.1% | +73.8% | +20.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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