+4,156.5%
AMGN vs CTSH
+34,247.0%
-30,090.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.1% | -0.9% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | +7.8% | +12.4% | -4.5% | +5.5% |
| 3M | +27.3% | +17.4% | +9.9% | +22.8% |
| 6M | +16.8% | -3.1% | +19.9% | +16.3% |
| YTD | +36.3% | -23.6% | +59.9% | +41.5% |
| 1Y | +60.4% | -10.8% | +71.3% | +61.6% |
| 3Y | +86.3% | -8.3% | +94.6% | +85.8% |
| 5Y | +125.7% | -11.3% | +137.0% | +123.6% |
| 10Y | +247.0% | +22.6% | +224.4% | +217.5% |
| All | +4,156.5% | +34,247.0% | -30,090.5% | +1,636.6% |
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 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