+203.0%
ABBV vs CTSH
-13.5%
+216.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | +6.7% | +7.4% | -0.7% | +5.7% |
| 3M | +19.9% | +10.9% | +9.0% | +18.2% |
| 6M | +47.5% | +24.7% | +22.8% | +42.9% |
| YTD | +32.2% | -22.0% | +54.2% | +36.8% |
| 1Y | +37.8% | -11.2% | +49.0% | +39.5% |
| 3Y | +134.8% | +3.9% | +130.9% | +131.0% |
| 5Y | +203.0% | -13.9% | +216.9% | +202.5% |
| All | +203.0% | -13.5% | +216.5% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling