+136.0%
NVO vs CTSH
+24.9%
+111.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.8% |
| 7D | -7.6% | -3.7% | -3.9% | -6.8% |
| 30D | -6.0% | +3.7% | -9.7% | -6.8% |
| 3M | -0.8% | +17.9% | -18.7% | -5.3% |
| 6M | +16.5% | -2.6% | +19.1% | +16.2% |
| YTD | -11.1% | -26.4% | +15.3% | -4.6% |
| 1Y | -16.7% | -13.0% | -3.7% | -14.1% |
| 3Y | -52.9% | -11.2% | -41.7% | -51.9% |
| 5Y | -3.0% | -14.3% | +11.3% | -1.4% |
| All | +136.0% | +24.9% | +111.1% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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