-10.1%
ABT vs CTSH
-9.7%
-0.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +1.0% | +1.8% | -0.9% | +0.7% |
| 30D | +11.6% | +9.8% | +1.8% | +9.9% |
| 3M | +2.3% | +12.1% | -9.8% | +0.2% |
| 6M | +32.7% | +27.4% | +5.3% | +26.0% |
| YTD | -9.6% | -20.3% | +10.6% | -10.5% |
| 1Y | -10.1% | -8.8% | -1.3% | -16.2% |
| All | -10.1% | -9.7% | -0.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling