-17.1%
CTSH vs NVS
+89.9%
-107.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -8.2% | -15.4% | +7.2% | -4.2% |
| 30D | +0.4% | -12.3% | +12.7% | +3.7% |
| 3M | +10.6% | -7.8% | +18.4% | +12.6% |
| 6M | -8.8% | -13.0% | +4.2% | -5.7% |
| YTD | -28.6% | +2.8% | -31.4% | -30.1% |
| 1Y | -15.9% | +10.6% | -26.6% | -19.6% |
| 3Y | -13.9% | +55.1% | -68.9% | -27.3% |
| 5Y | -17.1% | +91.7% | -108.8% | -38.4% |
| All | -17.1% | +89.9% | -107.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling