+3,553.9%
CTSH vs NVMI
+1,967.2%
+1,586.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.3% |
| 7D | -2.7% | +6.6% | -9.3% | -3.5% |
| 30D | +12.4% | -7.5% | +19.9% | +13.2% |
| 3M | +17.4% | -28.5% | +45.9% | +20.4% |
| 6M | -3.1% | -15.7% | +12.7% | -3.3% |
| YTD | -23.6% | +13.3% | -36.9% | -26.9% |
| 1Y | -10.8% | +48.3% | -59.1% | -17.9% |
| 3Y | -8.3% | +191.2% | -199.5% | -24.8% |
| 5Y | -11.3% | +268.7% | -280.0% | -30.4% |
| 10Y | +22.6% | +3,034.8% | -3,012.2% | -26.0% |
| All | +3,553.9% | +1,967.2% | +1,586.7% | +1,700.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling