+1,026.7%
CDNS vs NVS
+180.2%
+846.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -15.7% | +9.2% | -0.1% |
| 30D | -13.0% | -11.1% | -1.9% | -9.5% |
| 3M | -26.0% | -7.2% | -18.8% | -24.8% |
| 6M | -2.8% | -12.3% | +9.5% | +0.9% |
| YTD | -8.8% | +2.8% | -11.6% | -12.6% |
| 1Y | -15.8% | +11.9% | -27.8% | -22.9% |
| 3Y | +19.7% | +55.1% | -35.3% | -10.5% |
| 5Y | +70.8% | +94.1% | -23.3% | +7.6% |
| All | +1,026.7% | +180.2% | +846.5% | +564.3% |
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