-51.9%
NVO vs TXT
+4.6%
-56.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | -5.5% | -10.2% | +4.7% | -3.0% |
| 3M | +4.1% | -13.3% | +17.4% | +7.4% |
| 6M | +19.3% | -14.4% | +33.7% | +23.2% |
| YTD | -9.2% | -9.1% | -0.1% | -7.8% |
| 1Y | -15.0% | -2.2% | -12.9% | -15.6% |
| All | -51.9% | +4.6% | -56.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling