+22.2%
CTSH vs NVMI
+3,158.6%
-3,136.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +3.7% | -8.4% | +12.1% | +5.0% |
| 3M | +17.9% | -33.6% | +51.5% | +24.7% |
| 6M | -2.6% | -14.7% | +12.0% | -4.0% |
| YTD | -26.4% | +13.2% | -39.6% | -32.6% |
| 1Y | -13.0% | +29.0% | -42.1% | -23.3% |
| 3Y | -11.2% | +215.0% | -226.2% | -42.8% |
| 5Y | -14.3% | +268.6% | -282.9% | -49.3% |
| All | +22.2% | +3,158.6% | -3,136.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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