+19.0%
CDNS vs NVS
+54.2%
-35.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.1% | -14.3% | +13.1% | -0.7% |
| 30D | -10.4% | -10.0% | -0.5% | -10.0% |
| 3M | -24.6% | -10.9% | -13.7% | -24.2% |
| 6M | -1.6% | -12.0% | +10.3% | -0.9% |
| YTD | -7.4% | +2.5% | -9.9% | -8.2% |
| 1Y | -18.4% | +10.7% | -29.1% | -19.6% |
| 3Y | +19.0% | +53.3% | -34.3% | +14.7% |
| All | +19.0% | +54.2% | -35.3% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling