-9.9%
ABT vs CTSH
-14.2%
+4.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.7% |
| 7D | -3.1% | -5.5% | +2.3% | -1.8% |
| 30D | -2.1% | +4.5% | -6.6% | -3.3% |
| 3M | +17.4% | +13.7% | +3.7% | +13.1% |
| 6M | -2.4% | -8.4% | +6.0% | -1.1% |
| YTD | -14.2% | -26.5% | +12.3% | -8.3% |
| 1Y | -18.3% | -13.9% | -4.4% | -16.7% |
| 3Y | +11.5% | -11.3% | +22.8% | +10.5% |
| 5Y | -9.9% | -14.8% | +5.0% | -9.7% |
| All | -9.9% | -14.2% | +4.3% | -9.7% |
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