+107.1%
NVO vs TXG
+22.9%
+84.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | -7.4% | +5.0% | -12.4% | -7.9% |
| 30D | -5.5% | +13.5% | -19.0% | -6.9% |
| 3M | +4.1% | +128.0% | -123.9% | -5.5% |
| 6M | +19.3% | +224.4% | -205.1% | +3.7% |
| YTD | -9.2% | +307.0% | -316.2% | -23.2% |
| 1Y | -15.0% | +427.2% | -442.3% | -30.8% |
| 3Y | -50.9% | +40.2% | -91.0% | -56.7% |
| 5Y | -0.9% | -64.0% | +63.2% | -4.4% |
| All | +107.1% | +22.9% | +84.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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