+602.6%
ABBV vs CTSH
+37.5%
+565.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -2.1% | +2.1% | +0.5% |
| 30D | +5.6% | +8.0% | -2.4% | +3.5% |
| 3M | +18.7% | +10.6% | +8.1% | +15.3% |
| 6M | +47.4% | +32.5% | +14.9% | +36.1% |
| YTD | +33.0% | -21.0% | +53.9% | +38.9% |
| 1Y | +34.9% | -9.9% | +44.8% | +36.0% |
| 3Y | +135.2% | +3.1% | +132.0% | +125.3% |
| 5Y | +202.1% | -13.4% | +215.5% | +197.7% |
| 10Y | +602.6% | +37.1% | +565.4% | +543.3% |
| All | +602.6% | +37.5% | +565.0% | +543.3% |
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