+1,451.5%
CDNS vs NVS
+1,078.6%
+372.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.9% | +11.0% | +3.6% |
| 7D | -9.2% | -14.6% | +5.4% | -2.7% |
| 30D | -16.3% | -11.9% | -4.3% | -12.0% |
| 3M | -27.9% | -6.0% | -22.0% | -27.0% |
| 6M | -4.3% | -11.4% | +7.1% | -0.8% |
| YTD | -9.1% | +2.9% | -12.0% | -12.7% |
| 1Y | -21.2% | +10.2% | -31.5% | -27.0% |
| 3Y | +19.4% | +55.3% | -35.9% | -9.3% |
| 5Y | +71.6% | +89.6% | -18.0% | +15.7% |
| 10Y | +1,005.1% | +176.1% | +829.0% | +515.0% |
| All | +1,451.5% | +1,078.6% | +372.9% | +383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling