+174.9%
NVS vs TXT
+107.7%
+67.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -14.3% | +2.4% | -16.7% | -14.7% |
| 30D | -10.0% | -8.9% | -1.1% | -8.4% |
| 3M | -10.9% | -13.6% | +2.7% | -8.7% |
| 6M | -12.0% | -13.1% | +1.2% | -9.9% |
| YTD | +2.5% | -7.0% | +9.6% | +3.5% |
| 1Y | +10.7% | -1.4% | +12.1% | +10.5% |
| 3Y | +53.3% | +6.9% | +46.4% | +49.1% |
| 5Y | +93.6% | +15.4% | +78.2% | +83.1% |
| All | +174.9% | +107.7% | +67.2% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling