+4,983.8%
NVO vs CTSH
+32,929.6%
-27,945.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.6% |
| 7D | +0.1% | -5.5% | +5.6% | +0.8% |
| 30D | -3.2% | +4.5% | -7.7% | -3.8% |
| 3M | +11.5% | +13.7% | -2.2% | +9.3% |
| 6M | +22.9% | -8.4% | +31.3% | +23.5% |
| YTD | -6.8% | -26.5% | +19.7% | -3.7% |
| 1Y | -12.6% | -13.9% | +1.3% | -11.5% |
| 3Y | -49.6% | -11.3% | -38.3% | -49.2% |
| 5Y | +0.6% | -14.8% | +15.4% | +1.0% |
| 10Y | +148.3% | +22.5% | +125.7% | +135.7% |
| All | +4,983.8% | +32,929.6% | -27,945.8% | +3,705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling