-11.3%
CTSH vs NVS
+54.8%
-66.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.9% | +10.1% | -1.1% |
| 7D | -5.5% | -14.6% | +9.1% | -2.6% |
| 30D | +4.5% | -11.9% | +16.4% | +7.0% |
| 3M | +13.7% | -6.0% | +19.7% | +15.1% |
| 6M | -8.4% | -11.4% | +3.0% | -6.3% |
| YTD | -26.5% | +2.9% | -29.4% | -27.5% |
| 1Y | -13.9% | +10.2% | -24.2% | -16.4% |
| All | -11.3% | +54.8% | -66.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling