-15.3%
CDW vs NVS
+90.8%
-106.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | -1.3% | +10.6% | +9.5% |
| 30D | +14.4% | +9.3% | +5.1% | +13.2% |
| 3M | +21.4% | +5.8% | +15.6% | +20.9% |
| 6M | +72.8% | +7.2% | +65.6% | +71.6% |
| YTD | +28.0% | +20.0% | +8.1% | +23.7% |
| 1Y | +19.3% | +25.4% | -6.0% | +14.0% |
| 3Y | -15.3% | +89.2% | -104.5% | -25.4% |
| All | -15.3% | +90.8% | -106.1% | -25.4% |
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