How do I estimate one holding’s contribution to a portfolio move?

In a simplified unchanged-weight illustration, multiply the starting portfolio weight by the holding’s return. This gives an approximate contribution to the portfolio return. Real measurement can require dated weights, cash flows, currency, costs and valuation treatment, so the shortcut is not a complete performance-attribution system.

Explained on 26 October 2026. This is an educational answer drawn from the dated article below; examples are hypothetical unless a specific source observation is identified.

How it works

The denominator is the portfolio being assessed. A 20% weight inside one scheme is not automatically 20% of an investor’s whole wealth. First establish the scheme’s role in the larger portfolio, then calculate the underlying exposure. Do not describe a security’s own loss as the entire household loss.

A simple example

A hypothetical holding is 8% of a scheme and falls 15%, with other inputs held constant. Its simple contribution is minus 1.2 percentage points to that scheme. If the scheme is 25% of household investments, the corresponding simplified household contribution is minus 0.3 percentage points.

What to check

Use starting weights consistent with the measured period.
Identify scheme-level versus household-level exposure.
Keep approximation assumptions visible.

Read the full event and evidence

The 22 October Tech Sell-Off: How a US Headline Reaches an Indian Fund explains the original event, its dates and the supporting documents. Event context: US session of 22 October 2026.

How do I estimate one holding’s contribution to a portfolio move?