+298.9%
CDW vs NVS
+260.1%
+38.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | -1.3% | +10.6% | +9.9% |
| 30D | +14.4% | +9.3% | +5.1% | +10.4% |
| 3M | +21.4% | +5.8% | +15.6% | +18.0% |
| 6M | +72.8% | +7.2% | +65.6% | +66.1% |
| YTD | +28.0% | +20.0% | +8.1% | +15.6% |
| 1Y | +19.3% | +25.4% | -6.0% | +5.4% |
| 3Y | -15.3% | +89.2% | -104.5% | -40.9% |
| 5Y | -3.8% | +134.6% | -138.4% | -42.8% |
| All | +298.9% | +260.1% | +38.8% | +118.2% |
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 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