+419.8%
TXN vs NVS
+179.5%
+240.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.9% |
| 7D | +4.0% | -14.3% | +18.2% | +10.2% |
| 30D | -2.9% | -10.0% | +7.1% | +0.3% |
| 3M | -9.1% | -10.9% | +1.8% | -6.3% |
| 6M | +36.6% | -12.0% | +48.6% | +41.6% |
| YTD | +57.5% | +2.5% | +55.0% | +51.2% |
| 1Y | +49.5% | +10.7% | +38.9% | +38.0% |
| 3Y | +76.5% | +53.3% | +23.2% | +35.2% |
| 5Y | +62.4% | +93.6% | -31.2% | +5.9% |
| All | +419.8% | +179.5% | +240.3% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling