+91.7%
NVS vs TXT
+13.4%
+78.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -15.4% | +0.8% | -16.2% | -15.5% |
| 30D | -12.3% | -10.4% | -1.9% | -10.4% |
| 3M | -7.8% | -14.3% | +6.5% | -5.2% |
| 6M | -13.0% | -15.1% | +2.1% | -10.4% |
| YTD | +2.8% | -8.3% | +11.1% | +4.1% |
| 1Y | +10.6% | -0.7% | +11.3% | +10.3% |
| 3Y | +55.1% | +6.0% | +49.1% | +50.4% |
| 5Y | +91.7% | +12.5% | +79.2% | +79.3% |
| All | +91.7% | +13.4% | +78.3% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling