+43.1%
TJX vs NVS
+54.2%
-11.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -14.3% | +9.7% | -2.2% |
| 30D | -17.2% | -10.0% | -7.2% | -15.8% |
| 3M | -24.9% | -10.9% | -14.0% | -23.6% |
| 6M | -19.7% | -12.0% | -7.7% | -18.2% |
| YTD | -17.2% | +2.5% | -19.7% | -17.8% |
| 1Y | -9.4% | +10.7% | -20.1% | -11.4% |
| 3Y | +43.1% | +53.3% | -10.2% | +29.9% |
| All | +43.1% | +54.2% | -11.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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