+76.5%
TXN vs NVO
-51.9%
+128.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +6.0% | +4.0% |
| 7D | +4.0% | -7.6% | +11.5% | +4.5% |
| 30D | -2.9% | -6.0% | +3.1% | -2.5% |
| 3M | -9.1% | -0.8% | -8.3% | -9.4% |
| 6M | +36.6% | +16.5% | +20.2% | +34.0% |
| YTD | +57.5% | -11.1% | +68.6% | +57.1% |
| 1Y | +49.5% | -16.7% | +66.3% | +50.0% |
| 3Y | +76.5% | -52.9% | +129.5% | +89.9% |
| All | +76.5% | -51.9% | +128.5% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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