+14,415.8%
TJX vs NVS
+1,076.7%
+13,339.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.4% | -15.7% | +11.3% | +1.6% |
| 30D | -18.6% | -11.1% | -7.5% | -15.4% |
| 3M | -24.4% | -7.2% | -17.2% | -22.9% |
| 6M | -20.2% | -12.3% | -7.9% | -17.0% |
| YTD | -16.9% | +2.8% | -19.7% | -18.9% |
| 1Y | -8.5% | +11.9% | -20.5% | -13.8% |
| 3Y | +43.7% | +55.1% | -11.3% | +17.3% |
| 5Y | +97.3% | +94.1% | +3.3% | +45.8% |
| 10Y | +289.0% | +181.2% | +107.8% | +146.3% |
| All | +14,415.8% | +1,076.7% | +13,339.1% | +5,496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling