+70.8%
CDNS vs NVS
+92.5%
-21.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -15.7% | +9.2% | -4.1% |
| 30D | -13.0% | -11.1% | -1.9% | -11.5% |
| 3M | -26.0% | -7.2% | -18.8% | -25.5% |
| 6M | -2.8% | -12.3% | +9.5% | -1.0% |
| YTD | -8.8% | +2.8% | -11.6% | -10.8% |
| 1Y | -15.8% | +11.9% | -27.8% | -19.4% |
| 3Y | +19.7% | +55.1% | -35.3% | +3.3% |
| 5Y | +70.8% | +94.1% | -23.3% | +29.0% |
| All | +70.8% | +92.5% | -21.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling