+41.6%
TXN vs NVS
+27.7%
+13.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.0% |
| 7D | -0.1% | +4.0% | -4.1% | -0.6% |
| 30D | -6.9% | +3.6% | -10.5% | -7.4% |
| 3M | -14.9% | +7.8% | -22.7% | -17.0% |
| 6M | +29.0% | -0.2% | +29.2% | +30.2% |
| YTD | +51.5% | +19.6% | +31.9% | +39.4% |
| 1Y | +41.6% | +28.4% | +13.2% | +26.1% |
| All | +41.6% | +27.7% | +13.8% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling