+31,203.5%
NVO vs TJX
+44,288.7%
-13,085.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -4.6% | -3.0% | -6.9% |
| 30D | -6.0% | -17.2% | +11.2% | -3.4% |
| 3M | -0.8% | -24.9% | +24.1% | +3.4% |
| 6M | +16.5% | -19.7% | +36.1% | +20.1% |
| YTD | -11.1% | -17.2% | +6.1% | -8.8% |
| 1Y | -16.7% | -9.4% | -7.3% | -15.7% |
| 3Y | -52.9% | +43.1% | -96.0% | -55.4% |
| 5Y | -3.0% | +96.7% | -99.7% | -12.9% |
| 10Y | +147.1% | +287.7% | -140.7% | +97.4% |
| All | +31,203.5% | +44,288.7% | -13,085.1% | +14,788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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