+863.2%
CDW vs NVS
+304.3%
+558.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | +3.2% | +4.0% | -0.8% | +1.3% |
| 30D | +9.3% | +3.6% | +5.7% | +7.4% |
| 3M | +9.8% | +7.8% | +2.0% | +5.7% |
| 6M | +23.3% | -0.2% | +23.5% | +22.2% |
| YTD | +13.7% | +19.6% | -5.9% | +3.1% |
| 1Y | -6.5% | +28.4% | -34.9% | -18.2% |
| 3Y | -25.2% | +76.2% | -101.4% | -45.3% |
| 5Y | -19.5% | +111.1% | -130.6% | -47.7% |
| 10Y | +285.8% | +224.3% | +61.6% | +104.4% |
| All | +863.2% | +304.3% | +558.9% | +397.0% |
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 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