+195.5%
AMGN vs CTSH
+24.9%
+170.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.1% |
| 7D | -13.7% | -3.7% | -10.0% | -12.7% |
| 30D | -8.8% | +3.7% | -12.5% | -9.7% |
| 3M | +7.2% | +17.9% | -10.7% | +1.7% |
| 6M | +1.3% | -2.6% | +3.9% | +1.0% |
| YTD | +17.6% | -26.4% | +44.0% | +27.1% |
| 1Y | +37.2% | -13.0% | +50.2% | +40.4% |
| 3Y | +57.7% | -11.2% | +68.9% | +58.8% |
| 5Y | +106.3% | -14.3% | +120.5% | +105.2% |
| All | +195.5% | +24.9% | +170.7% | +158.0% |
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