+497.0%
ABBV vs CTSH
+18.6%
+478.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.5% |
| 7D | -4.1% | -8.2% | +4.1% | -2.3% |
| 30D | +1.2% | +0.4% | +0.8% | +1.0% |
| 3M | +12.1% | +10.6% | +1.5% | +9.0% |
| 6M | +12.0% | -8.8% | +20.8% | +13.6% |
| YTD | +12.4% | -28.6% | +41.0% | +20.5% |
| 1Y | +22.9% | -15.9% | +38.9% | +25.9% |
| 3Y | +86.8% | -13.9% | +100.6% | +88.0% |
| 5Y | +181.0% | -17.1% | +198.1% | +179.3% |
| 10Y | +497.0% | +21.0% | +476.0% | +444.7% |
| All | +497.0% | +18.6% | +478.4% | +444.7% |
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