+1,269.4%
NVS vs TXT
+395.2%
+874.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +4.0% | -4.8% | +8.8% | +4.9% |
| 30D | +3.6% | -10.6% | +14.2% | +5.5% |
| 3M | +7.8% | -13.2% | +21.0% | +10.2% |
| 6M | -0.2% | -20.3% | +20.2% | +3.4% |
| YTD | +19.6% | -9.3% | +28.8% | +21.1% |
| 1Y | +28.4% | -2.7% | +31.1% | +28.4% |
| 3Y | +76.2% | +1.4% | +74.8% | +73.5% |
| 5Y | +111.1% | +9.6% | +101.5% | +102.9% |
| 10Y | +224.3% | +94.9% | +129.4% | +169.6% |
| All | +1,269.4% | +395.2% | +874.2% | +723.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling