+99.2%
NVS vs TXG
+27.0%
+72.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.4% |
| 7D | -14.3% | +9.5% | -23.8% | -14.7% |
| 30D | -10.0% | +18.8% | -28.7% | -10.8% |
| 3M | -10.9% | +136.1% | -147.0% | -14.9% |
| 6M | -12.0% | +235.2% | -247.2% | -17.7% |
| YTD | +2.5% | +320.5% | -318.0% | -5.3% |
| 1Y | +10.7% | +425.2% | -414.5% | +0.6% |
| 3Y | +53.3% | +42.9% | +10.4% | +45.5% |
| 5Y | +93.6% | -62.8% | +156.4% | +92.8% |
| All | +99.2% | +27.0% | +72.2% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling