+88.9%
NVS vs TXT
+11.3%
+77.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -1.0% | -1.1% | 0.0% | -0.8% |
| 30D | +12.5% | +13.3% | -0.7% | +9.8% |
| 3M | +5.2% | -5.1% | +10.3% | +6.1% |
| 6M | +8.2% | -7.1% | +15.3% | +9.2% |
| YTD | +19.8% | -3.2% | +23.0% | +20.0% |
| 1Y | +24.8% | +2.3% | +22.5% | +23.8% |
| All | +88.9% | +11.3% | +77.6% | +81.2% |
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