+201.2%
ABT vs CTSH
+21.4%
+179.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.0% | -9.8% | +4.8% | -1.8% |
| 30D | -5.8% | +0.1% | -5.9% | -6.0% |
| 3M | +16.7% | +13.2% | +3.5% | +11.0% |
| 6M | -5.2% | -6.2% | +1.0% | -4.5% |
| YTD | -16.0% | -28.5% | +12.5% | -7.7% |
| 1Y | -18.3% | -13.8% | -4.5% | -16.4% |
| 3Y | +9.2% | -13.7% | +22.9% | +9.5% |
| 5Y | -11.6% | -16.7% | +5.1% | -12.1% |
| All | +201.2% | +21.4% | +179.8% | +161.8% |
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