+1,156.2%
ABBV vs CTSH
+89.7%
+1,066.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | +4.2% | +12.4% | -8.2% | +1.2% |
| 3M | +14.8% | +17.4% | -2.5% | +9.8% |
| 6M | +10.3% | -3.1% | +13.3% | +10.1% |
| YTD | +14.9% | -23.6% | +38.5% | +21.3% |
| 1Y | +24.1% | -10.8% | +35.0% | +25.4% |
| 3Y | +91.9% | -8.3% | +100.2% | +90.2% |
| 5Y | +176.0% | -11.3% | +187.4% | +169.8% |
| 10Y | +502.9% | +22.6% | +480.3% | +414.9% |
| All | +1,156.2% | +89.7% | +1,066.5% | +848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling