-3.4%
ABT vs CTSH
-13.5%
+10.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.9% |
| 30D | +11.6% | +7.4% | +4.2% | +9.5% |
| 3M | +3.1% | +10.9% | -7.8% | 0.0% |
| 6M | +32.8% | +24.7% | +8.1% | +24.2% |
| YTD | -9.6% | -22.0% | +12.4% | -5.1% |
| 1Y | -10.4% | -11.2% | +0.8% | -9.4% |
| 3Y | +25.8% | +3.9% | +22.0% | +18.2% |
| 5Y | -3.4% | -13.9% | +10.5% | -3.6% |
| All | -3.4% | -13.5% | +10.1% | -3.6% |
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