+94.0%
NVS vs TXG
-62.8%
+156.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.4% |
| 7D | -14.3% | +9.5% | -23.8% | -14.6% |
| 30D | -10.0% | +18.8% | -28.7% | -10.7% |
| 3M | -10.9% | +136.1% | -147.0% | -14.5% |
| 6M | -12.0% | +235.2% | -247.2% | -17.1% |
| YTD | +2.5% | +320.5% | -318.0% | -4.6% |
| 1Y | +10.7% | +425.2% | -414.5% | +1.6% |
| 3Y | +53.3% | +42.9% | +10.4% | +45.7% |
| All | +94.0% | -62.8% | +156.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling