-13.8%
CTSH vs NVS
+11.3%
-25.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.8% | -15.7% | +5.9% | -7.1% |
| 30D | +0.1% | -11.1% | +11.2% | +2.4% |
| 3M | +13.2% | -7.2% | +20.4% | +15.2% |
| 6M | -6.2% | -12.3% | +6.1% | -3.4% |
| YTD | -28.5% | +2.8% | -31.2% | -30.4% |
| 1Y | -13.8% | +11.9% | -25.7% | -17.7% |
| All | -13.8% | +11.3% | -25.1% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling