+112.0%
AMGN vs CTSH
-17.3%
+129.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -11.6% | -8.2% | -3.4% | -10.1% |
| 30D | -5.7% | +0.4% | -6.1% | -5.7% |
| 3M | +14.2% | +10.6% | +3.6% | +11.6% |
| 6M | +5.2% | -8.8% | +14.0% | +7.1% |
| YTD | +22.0% | -28.6% | +50.6% | +31.6% |
| 1Y | +43.6% | -15.9% | +59.5% | +48.5% |
| 3Y | +65.0% | -13.9% | +78.9% | +68.6% |
| 5Y | +112.0% | -17.1% | +129.1% | +112.4% |
| All | +112.0% | -17.3% | +129.3% | +112.4% |
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