+170.8%
ABBV vs CTSH
-14.2%
+185.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.5% |
| 7D | -4.3% | -5.5% | +1.2% | -3.7% |
| 30D | +1.1% | +4.5% | -3.4% | +0.6% |
| 3M | +12.3% | +13.7% | -1.4% | +10.4% |
| 6M | +9.8% | -8.4% | +18.2% | +11.1% |
| YTD | +11.5% | -26.5% | +38.0% | +16.5% |
| 1Y | +22.3% | -13.9% | +36.2% | +24.3% |
| 3Y | +85.2% | -11.3% | +96.5% | +86.4% |
| 5Y | +170.8% | -14.8% | +185.7% | +164.2% |
| All | +170.8% | -14.2% | +185.0% | +164.2% |
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