+18.7%
CTSH vs NVS
+180.2%
-161.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.8% | -15.7% | +5.9% | -3.2% |
| 30D | +0.1% | -11.1% | +11.2% | +4.8% |
| 3M | +13.2% | -7.2% | +20.4% | +15.9% |
| 6M | -6.2% | -12.3% | +6.1% | -1.7% |
| YTD | -28.5% | +2.8% | -31.2% | -30.8% |
| 1Y | -13.8% | +11.9% | -25.7% | -20.2% |
| 3Y | -13.7% | +55.1% | -68.8% | -33.9% |
| 5Y | -16.7% | +94.1% | -110.7% | -45.3% |
| All | +18.7% | +180.2% | -161.4% | -30.8% |
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