+1,113.0%
ABT vs CTSH
+34,247.0%
-33,134.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | 0.0% |
| 7D | -3.7% | -2.7% | -1.0% | -3.4% |
| 30D | +2.5% | +12.4% | -9.9% | +1.0% |
| 3M | +20.2% | +17.4% | +2.8% | +17.5% |
| 6M | -2.9% | -3.1% | +0.1% | -3.1% |
| YTD | -11.9% | -23.6% | +11.6% | -9.7% |
| 1Y | -16.5% | -10.8% | -5.7% | -16.1% |
| 3Y | +12.1% | -8.3% | +20.4% | +11.8% |
| 5Y | -7.4% | -11.3% | +3.9% | -7.7% |
| 10Y | +210.7% | +22.6% | +188.1% | +196.5% |
| All | +1,113.0% | +34,247.0% | -33,134.0% | +639.8% |
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 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