+730.9%
NVS vs GRMN
+6,622.3%
-5,891.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.5% | -13.4% | -13.9% |
| 7D | -14.6% | +0.2% | -14.8% | -14.6% |
| 30D | -11.9% | -11.3% | -0.6% | -10.6% |
| 3M | -6.0% | +17.7% | -23.7% | -8.1% |
| 6M | -11.4% | +14.2% | -25.5% | -13.2% |
| YTD | +2.9% | +37.0% | -34.1% | -1.6% |
| 1Y | +10.2% | +17.0% | -6.7% | +7.4% |
| 3Y | +55.3% | +183.2% | -127.9% | +33.0% |
| 5Y | +89.6% | +77.3% | +12.4% | +71.0% |
| 10Y | +176.1% | +630.9% | -454.8% | +109.7% |
| All | +730.9% | +6,622.3% | -5,891.4% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling