+99.7%
NVS vs TXG
+22.9%
+76.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -15.7% | +5.0% | -20.7% | -15.9% |
| 30D | -11.1% | +13.5% | -24.6% | -11.7% |
| 3M | -7.2% | +128.0% | -135.2% | -11.2% |
| 6M | -12.3% | +224.4% | -236.8% | -17.9% |
| YTD | +2.8% | +307.0% | -304.2% | -5.0% |
| 1Y | +11.9% | +427.2% | -415.3% | +1.8% |
| 3Y | +55.1% | +40.2% | +14.9% | +47.3% |
| 5Y | +94.1% | -64.0% | +158.1% | +93.6% |
| All | +99.7% | +22.9% | +76.8% | +76.4% |
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